Make sure your device is connected to data (uppercase GPRS or EDGE). I'm assuming you have a data plan.
Furthermore, you would have to register your device through the HRT (Options > Advanced Opt, Host Routing Table) in order for the BIS service to recognize your handheld.
Best way to create a BIS account for the first time is through the device. If, after re-registering your device through HRT, you can't see an icon labeled "Setup Internet email", "setup email..", etc., etc on your home screen, then I'm afraid your device isn't connected to the BlackBerry infrastructure. Contact your provider for them to send service books using the BlackBerry admin tool.