There are a number of different places on the Internet that reference the BlackBerry/service-provider APN settings. You can find one of them here at BlackBerryForums: BlackBerry Internet - MSN/chat/web/telnet/TCPIP - No BES!
Searching Google is where I originally found them in 2006. Another approach is to check with your service provider, and they should give you the information (and you can update the above link if you find the information for a provider that's not listed). Note:
Be certain to get your service provider's "technical" or "Data", or "BlackBerry" customer support person, because usually the first person answering the phone doesn't know what you're talking about - in 2006 when I first went through this, Cingular's customer service had no clue what I needed, but managed to connect me to their "Data" specialist, who knew all the right answers (and from then on, I went straight to them every time).
The BlackBerry Browser is special
for reasons which should be obvious
. The APN settings determine how the TCP/IP connections are made, and there are ways to bypass them - I believe (translation: I haven't fully confirmed this, but...) the APN settings are appended to any URL by the OS, and the BlackBerry Browser could be accessing undocumented features of the BB OS that allow it to figure out the particular APN settings of the particular service provider if they're not available in the TCP settings. Either that, or it's going through its own RIM-owned servers and ignoring the carrier network gateway completely. Please note that these are just wild-azz guesses and are not to be taken as Truth.