I've had a long and frustrating experience trying to get my phone to connect to Vodafone's mobile internet ever since I first bought it!
I bought my phone earlier in the year, but soon discovered that while I could access the net on my phone via WiFi, I couldn't do so via the 3G mobile internet, despite using the settings on the Vodafone website. I managed to find settings that would let me connect to WAP but not mobile internet, so my apps couldn't connect to the internet!
I tried contacting Vodafone and they just referred me to the same page on their website with the settings I had already tried! I tried ringing technical support as well and got someone from Egypt and they gave me pretty much the same advice. I also emailed the shop I bought the phone from and they gave me the same settings.
At this point I gave up and tried to make peace with the fact that I wouldn't be able to use the internet on this phone, and would eventually have to buy another phone sooner than I would have liked.
It was only recently after someone suggested I go back to the shop I bought the phone from, so I replied to them saying the settings didn't work. They told me I should hard reset my phone, then try the settings, so that's what I did and it still didn't work!
I then tried something I probably should've started right at the beginning - isolate the problem. I put in a 2 degrees sim card and it connected to the internet perfectly fine. Next I tried a Vodafone sim card and it also worked fine with the settings that didn't work for my Vodafone sim card, and it also worked fine!
I rang Vodafone again and they said maybe my sim card was old, and that I should go into a shop and ask to transfer my number to a new sim card. I did that today (which cost me $30!). Guess what? It didn't work!
I rang Vodafone AGAIN, and this time the lady told me it might take up to 24 hours. I'll have to wait and see, but I'm not holding out hope!