Can you take it back? ?
These Blackberry's are primarily USA handsets. There is no 3g, only GPRS and EDGE and WiFi.
It would be best to take it to your provider and let them set it up for you. If you decide to keep it , maybe consider going for the Blackberry mail, it will work better on this handset.
I dont have a handset available, but what you need to do is look for something like setup or options and look for connection settings then look at the Internet settings and change them from wifi to GPRS or EDGE.
The Manual doesn't seem to help either, but have a look
http://docs.blackberry.com/en/smartphone_users/deliverables/9251/BlackBerry_Curve_8520_Smartphone-4.6.1-US.pdf