Gprs

i just bought my new nokia 6600 and im finding the online feature a little confusing. if you connect to the internet using gprs is that faster than the normal dial up? if so how do u enable the gprs system? i phoned my network provider and they have sent me countless e-mails and texts containing settings for the gprs but i cannot connect to opera with it. i can only use the dial up wap service!! which is too slow for my liking! does anyone know of anyway to fix this problem? the error message i get is " could not connect to remote server" i can send pix mess fine my gprs but cant access the internet. also how do i set up my mailbox to access the hotmail accounts? is this even possible? please help. its driving me crazy.