The device had to have been conencted to a BES at some point in time to have an IT Policy. AFAIK, that is the only way for it to get there.
Did you buy the device used?
And from our FAQ: Remove IT Policy - BlackBerryFAQ
Now, if you are still connected to the BES from your company, I do not advise deleting the IT Policy and/or trying to circumvent it. the BES Admin will know right away and in some firms, tryign to get around it is grounds for termination.