Connections on the BlackBerry vary from network to network. The fact that your browser works is irrelevant - it uses BIS-B (blackberry's network) and is not dependent on the carrier.
What type of connection are you attempting? What connection parameters are you adding to your URL? What network are you on?
These are the things you have to understand.
Read this article from the knowledgebase:
Livelink - Redirection