I can't use USSD, when I connect to the internet the phone show that the service is not available for this handheld

Do you have a BlackBerry data plan with Vodacom? If so, does it work with a handset other than your 9530?

Yes it does

Then it's the fact that you are using a CDMA device. Yes, it has GSM bands, but it was a primarily CDMA device, and from others' experiences, Vodacom is no longer supporting those devices. You will need to get a different device.