There isn't much of anything to set on the device: You need to have the blackberry data service plan on your account (as I wrote), and you need to make sure the service books have been sent to the device. If there's still trouble, it's worth a call to your service provider to doublecheck your account setup.
See
KB02334-Network status indicators from the GSM/GPRS/EDGE/3G networks for reference.
See
How do I resend my service books? - BlackBerryFAQ for how to resend service books.
Posted via BlackBerryForums.com Mobile