Since the launch of the Palringo BlackBerry application we have had quite a few reports of connection problems. After doing some research it seems that internet connectivity on BlackBerry devices is a mind field of potential issues.
First there are users who connect through the BlackBerry Enterprise server (aka BES, provided by an individual company using BlackBerry technology) and then there are users who connect through the BlackBerry Internet Service (aka BIS, provided by a network operator/carrier). Each of these has it's own set of rules and configuration options.
For users going through the BIS there is the extra complication of needing to ensure your device is correctly configured to allow HTTP connections originating from 3rd party applications. This requires users to find their respective network operator/carrier internet APN settings and then manually enter them into the device via the Options->TCP (or Tools->TCP) menu.
The final issue is using WiFi. From reports on the Opera Mini forums it seems Java ME applications aren't allowed to use the WiFi connection without some type of programmatic adjustment within the application code.
What absolute madness! If RIM want to appeal to the consumer market they need to make these issues go away! Argh!

