haven't used that specific device but the general rule is
1) Install the BB S/w on the phone (from memory card, disc or internet) - most connect models in EU don't yet seem to ship with the client sw
2) Install the Nokia desktop suite on the local PC and ensure can sync the phone.
3) Install the "BB connect software for Nokia" on the local PC..and use this rather than the standard BBDM. this should then connect to the device, connect to the mail system and do a cabled activation..
see the FAQ for more info..
BlackBerry Connect - BlackBerryFAQ
Note: you often get conflicts with version levels between device and the BB client..