Actually, testing done by some (see
this thread) would seem to indicate that the average end-user cannot get a their Blackberry provisioned for data on the Fido network.
Assuming that you could, you would first need an unlocked Blackberry... The ones that Rogers sells are restricted to being used on the Rogers network (with a Rogers SIM card). You would either need to pay to have it unlocked, or find an unlocked one from another source. (Note: you can tell if your BB is unlocked by going into Options->SIM Card and typing MEPD - if "Network" shows "Active" then your BB is locked to one provider).
However, even if you accomplish this, it seems that you wouldn't be able to use it on the Fido network for anything more than voice, since Fido would have to provision your account for Blackberry data, and it is unlikely you would be able to convince them to do this (especially since they're now owned by Rogers).
There's a really good detailed discussion on this subject over in
this thread.