It should be configured out of box, so to speak.
Do you receive a browser error, something like 400 or 500 or 404. Or do you get nothing.
Does coolservice support the adp file type correctly. Try my site
http://huenik.com/blackberry/ the other thing is that the simulator uses mds to connect to the internet, which uses java, so java.exe will need to be alowed in your firewall settings, but iv noticed that does not always work and generally turn off my firewall while trying to connect through the simulator.