Well, Blackberry devices use what is known as Blackberry Internet Services (BIS). The device does not fetch the Internet resources using the service provider's network (such as Telenor or Mobilink). It sends the request to RIM's (the company that designs and makes Blackberry devices) servers. These servers fetch the resources for the device, does any preprocessing that may be required and compresses the response before sending it back to the device. Everything travels on the Internet, sure, but you can't do anything about it, because the requests are not destined to any "blocked" website. All you can do is block all access to RIM's servers, resulting in a complete blackout of Blackberry Internet access.
A similar approach is taken by the Opera Mini web browser, which is resident on most cellular phones. The Opera Mini web browser sends web requests to Opera's servers, which fetch the resources, preprocesses and compresses the resources before sending them down to the cellular phone. Again, can't do much about filtering such web requests, unless you block access to Opera's servers altogether, which would mean total blackout for Opera Mini's users.