It's likely the connection is required to validate your account and for the usual DRM issues.
I have the Blackberry Curve 8330. It is presently without contract. I have been able to add apps through the Blackberry Desktop. Regrettably, I cannot use it to install the Audible.com audio book app. I have the .JAD file on the curve and seek some alternate way to launch it.
Hoping for some informed guidance