just received my blackberry curve from t-mobile and in the e-mail set up screen it's only asking me for an enterprise account password. Can I exit this screen to set up my internet e-mail account?

Do you have a Blackberry data plan activated on your account with Tmobile?

If you are on a corporate blackberry you must have the activation password. If not then you will need a blackberry data plan as devnull stated.
It also sounds like the phone has an IT policy on it and may be a referb from someone and it was not completely reloaded with new OS. Simply doing a wipe does not remove the policys.

I would go to a T-Mobile store and have them check it.