BEags,
You could try
http://www.nokia.co.uk/nokia/0,,71993,00.html and send the GPRS, WAP etc settings to your phone.
I know some mobiles don't come with settings installed. A friend needed Samsung to send him his MMS settings before he could send and receive pictures.
They come in a text message, are free, and eay to install.
Might be worth a try if you're bothered at all.
Joe.