Yesterday I activated my data package for having internet access from my blackberry curve. After installing Opera and another custom application for which I’m beta-tester I figured that these apps were not able to connect to the internet (the built-in browser however was).
For configuring the APN (access point) I found the setup guide for the Opera Mini extremely helpful. It suggests APN setup for providers world wide. The URL is http://www.opera.com/mini/help/connect.