Don't know if this is old news but I've been unable to access web/pop3 via gprs on an O2 account in the UK. The problem as I found was that the O2 access point was WAP only!! DOH!
The solution is to change the access point name from "wap.o2.co.uk" which is the one they give you over the phone/on the web site to "mobile.o2.co.uk".
Wey hey, full web access with Webviewer and proper access to my POP3 mail account over GPRS.
Had me worried for a while that I wouldn't be able to use my monthly free allocation of GPRS data for anything other than crappy WAP.