That's exactly it... It either wasn't provisioned correctly (on their end, not yours) or if it is a recent activation (3 days or less), their data center hasn't gotten around to adding the service yet.

If I recall on the Boost handsets, if you hit menu, there should be an item for purchasing ring-tones and such. Hit that, if the phone is provisioned correctly it should take you to a site (using the phones browser) that lets you view ring-tones and wallpapers, etc.

If it does, then you should be able to connect as described. If it doesn't, call them back up and ask why you can't buy ring-tones. This should get their attention.