I had the same problem but then when i used the gprs wap with the bluetooth internet sharing together, it worked. If the mobile was not connected to the pc through bluetooth i couldn't get anything through my gprs wap.
Oplayer 2
It seems some operators have different access points for everything, eg. with Finnish Sonera there's access points "GPRS wap" for wap browsing, "GPRS MMS" for MMS sending and "GPRS" for other GPRS activity, such as streaming!
FAQ: How can I get my Operator�s Access Point settings?
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** Magic **