I installed Opera Mini browser on my Blackberry 8520 and was able to connect when I was within reach of a wi-fi connection, but could not connect during normal roaming.
I failed to find a solution on the Internet and finally solved the problem myself, as follows.
Go to Options | Applications | Opera | Edit Permissions
In found that by default Connections and User Data were set to Allow but Interactions was Custom.
I changed Interactions to Allow and Opera was able to connect to the Internet while roaming.