My BlackBerry 8520 isn't doing all that I thought it was supposed to...?

I thought that apps such as msn messenger, yahoo messenger, facebook, myspace etc. was meant to come preinstalled...at least, that's what i read before buying it...i downloaded the apps from the internet but they don't work, it says that my data service is unavailable or that my handheld does not support the system requirements that are needed to support it....even blackberry app world won't work....it's frustrating!!!