You can't download anything or use data without a BlackBerry data plan. No email, no internet, no IM. What do I need a Data Plan for? - BlackBerryFAQ
If you can find an IM app that uses SMS or works with wi-fi, you could use that. I think Beejive IM is supposed to work with wi fi.
Edit.. some things work with just wi-fi but without a data plan your device won't have the BlackBerry browser. You can use Bolt or OperaMini I think.