Smartphone2003, cant access internet thru app, but can thru IE

I've got a Smartphone 2003.

I've got a few of them, actually. On all of them I can access the
internet thru internet explorer. But only on some of them can I access
the internet thru my application.

I just started programming on the smartphone (and c# & windows for that
matter) & took over someone elses job, so I'm thinking they installed a
file or setting or something that allows 'unverified' applications to
access the internet on only some of the phones. In any case, how do I
get the other phones up & working?