You will have to add a BIS (BlackBerry Internet Service) Bundle (costs around $25 per month), otherwise it won't work as the data goes via RIM and not via your network provider.
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If you buy a locked Blackberry phone from eBay.com or any online sites.It will not work with any GSM network sim card.If you buy an unlocked Blackberry phone from those sites sure it will accept any GSM network sim card and continues to work.For using BBM and all internet related features you need to activate data plan.Call the service provider and get the details.To use your sim card if you will buy a locked Blackberry,you need to unlock it.Get the unlock code at low cost from the site Ubblock.com and unlock it easily.