I am having a similar problem to Tony. I have tried several setups, from otehr forums, I have configured a GPRS Service with an APN of "telstra.internet". The Microsoft guide to GPRS connects suggest setting the number to dial to **99***1# or *99# with the extra string AT+CGDCONT=1,IP,,"telstra.internet". Neither of these seem to work with the Telstra connection.
Any help would be greatly appreciated.