Pilot,
If you want to buy some games try
www.handango.com
There are many games and apps that you can choose from.
If you want some free games direct from RIM type the address
http://mobile.blackberry.com directly into your Blackberry's browser. You can only access the browser if you subscribe to T-mobile's data package for the BB. Accept the license agreement to view the different games that are offered and then download them to your Blackberry. I think there are card games like solitaire and hold 'em, and maybe an RPG type game.
I don't think T-Mobile has any games for the BB and that is why you get the message "unsupported format" - nothing wrong with your phone or connection.
Hope this info helped.