Why did Vidaphone not help you? You must have dealt with an incompetent customer service employee.
Anyway, try this:
Setup for Vodaphone GPRS in HTC Phone
First go to Settings -> Connections -> Hutch WAP (GPRS) (or create if you dont have this already)
Connects to: Work
Access point: portalnmms
User name: (empty)
Authentication type: Select the option `None'
Primary DNS: (empty)
2nd DNS: (empty)
IP Address: 10.10.1.100
Then go to Settings ->Proxy -> Hutch WAP Proxy (Again, create if you don't have it already)
Connects from: Work
Connects to: WAP Network
Type: Select `HTTP'
User Name: (empty)
Open Internet Explorer -> Tool -> Options -> Connections
Un-check the Automatically Detect Settings option
Select Network: WAP Network
After this, be sure to reboot your phone and thats it! Voila, Free Vodafone on HTC