I have a Sprint BB 8830 and the "+" does work even in the U.S. It changes to 011 automatically. But this "+" sign is already in the contact list with the number I want to dial.

Yes, the BB 8830 doesn't work in Japan. I use an UMTS Nokia N73 in Japan with a Sprint International roaming SIM.

Edit:
To enter the "+" sign on the keypad, press "ALT" twice, then press o/+ key.