A couple of things to check for:
1. Try doing a PIN mesasge to another user
2. Check that the BB is showing GPRS in the top right corner
3. What is the signal strenght? Go to Options> Status, it's more accurate then the bars on the home screen. It should be less than -100dBm
3. Check the users mailbox for the email with the ETP.dat attchment. The BES uses this during Activations to verfiy that this is indeed the right user. It has to be in the Inbox and unmodified
If you don't see the message in the users inbox then it could be getting moved a rule or filter in Outlook or the Exchange server might be blocking it. You can test by trying to activate to another address, like a hotmail or gmail account.
Also, check the Troubleshooting article on RIM's web site, BlackBerry Technical Solution Center
and search for enterprise activation. Odds are it's something simple and you won't need to check the BES logs yet