plz ask ur service provider for GPRS setting, they will send u setting and u have to just accept and active it, enter pin code if it requires, its 0000 or 1234 by default. if u try to enter setting by urself it will not accpeted by cell.
r u from India? which service u r useing? I m from pakistan I have faced this problem plz join web site of ur sevice and all services available overthere u can choose which u wish for activate. get registered and do whatver u want.