Different Mobile Phone have different Gprs Setting for different Networks Like Airtel ,Vadaphone ,Reliance ,TaTa Indicom etc All mobile phones do not come fully Set-up to access the mobile internet you have to do Gprs or Intenet Settings to access internet according to which network operator inside yours mobile phone.The job is always easy if you know WAP settings GSM ,But if not its always hard to do and irritating also. GSM connections are slower and generally you pay for each minute connected, rather like a regular call.WAP settings you may have to manually enter on your phone to access the mobile internet.
GPRS Internet connection usually requires different settings and possibly an operator activation to work. GPRS settings are often named with “internet” or “web” words in it ; in most cases anything with “wap” in it limits the connection to WAP only.Get some more information on Mobile Gprs From QuickIM .
If you fails to find yours answer i will recommend you to do contact with yours mobile sevice provider or go through yours mobile interent setting.