To be able to get O.T.A. (Over The Air) downloads make sure your browser is setup correctly:
1) Open your browser.
2) Click the menu button and scroll down to 'Options'
3) Click on 'Browser Configuration'
4) ALL the checkboxes should have a check on them as follows:
'Support JavaScript'
'Allow JavaScript Popups'
'Support HTML Tables'
'Use Foreground And Background Colors'
'Use  Background Images'
'Support Embedded Media'
'Support Style Sheets'

Many programs require WAP Setup to run, to do that:
(if you have T-Mobile go to BBerry Settings, then 'Advanced Options' then click on TCP, then write this in the APN "wap.voicestream.com")
(if you have Cingular I'm not so sure it depends on your plan but go to the TCP settings and try one of these two options in the APN "isp.cingular" or "wap.cingular")
If these aren't working for you please click here for a more detailed description of how to setup WAP.