I don't think BB connect is available any longer, at least I haven't seen anything about it for quite awhile now. Plus, it only worked with a some devices, not all. Don't think the E71 was one of them either.
You need a BB to connect to BES without BB Connect.
Did you try a search?
BlackBerry Connect - BlackBerryFAQ
Here is a place to start:
BlackBerry - Wireless Networks - BlackBerry Connect Software for Business
BB Connect on E71 « Series 60