BlackBerrys are not cell phones or smart phones. They're BlackBerrys, a separate and distinct 3rd type of mobile communications device. As such, they get their data through RIM's servers, not from your carrier. BlackBerrys go through the carriers to get to these dedicated servers at RIM. That's why you need a bona fide BlackBerry data plan.
So if WalMart (or whatever bargain store you bought it from) doesn't have legit BlackBerry data plans to offer, you're out of luck.