Always starts by checking:
(1) Is the MDS-CS service started?
(2) Can you browse to http://localhost:8080
(3) Is there any proxy settings? If yes, configure the Internet Explorer on the BES (or the computer where the remote MDS-CS is running) with that proxy and see if you can browse the web sites.
(4) What's the error on the BlackBerry when accessing a site?
You should have enough information to continue troubleshoot.