I'm having the same issue. I have a Blackberry Pearl 8100, currently with China Mobile. The internet doesn't work at all but I have a feeling that they didn't set that feature.
I've been told by local Chinese friends that you cannot get a proper BlackBerry plan in Kunming. One friend has a HongKong number and says it doesn't even work in Kunming.
A different friend has a HongKong number and told me that Kunming phones cannot even call that number! On the other hand, I read on a website that if you have a HongKong BlackBerry plan in Mainland China, you can even access block sites like Twitter and BlackBerry through the HongKong BlackBerry Server.
If anyone can help clear me up on any of these topics, it would be appreciated. I am going to be traveling to HongKong in the beginning of March and if it is at all doable, I will get a HK number.