I've been struggling with the same issues, and have just fixed it without the extra string. :) I'm using a Nokia 6310i and an Axim X50v.
After about half a dozen calls to Vodafone they emailed me the set-up actions for an IPAQ and told me to delete all existing connections between the phone and the Axim before starting. Well I thought I knew better and tried to modify the existing phone settings. Guess what, it didn't work! It was only when I set up new that the the whole thing finally worked and bloomin quick too. :)The instructions I was sent are pasted in below for anyone else to use.
GPRS Internet Access Service Set-up Guide
Nokia 6310I Data Account
Main Menu
Select Services
Select Settings
Select Active service settings
Select an empty profile
Arrow down
Select Edit active service settings
Arrow down
Settings name enter Internet
Arrow down
Homepage - (blank)
Arrow down
Session mode - Temporary
Arrow down
Connection security - Off
Arrow down
Data Bearer - GPRS
Arrow down
GPRS connection - When needed
Arrow down
GPRS access point enter internet (lower case)
Arrow down
IP address - (blank)
Arrow down
Authentication type - Normal
Arrow down
Login type - Automatic
Arrow down
User name enter web (lower case)
Password enter web (Lower case)
Verify password
Step two
Menu
Select Settings
GPRS modem settings - select
Select Active access point
Activate an empty profile
Select Edit active access point
Alias for access point enter internet
OK
Edit GPRS access point and enter internet (lower case)
Activating Bluetooth on handset
Menu
Scroll to Bluetooth and Select
Ensure Bluetooth is on.
Press back several times to return to main menu.
Creating a connection from the iPAQ
Tap Start > Settings > Connections > Connections icon
Tap Add a new modem connection
Enter a name for the connection i.e. GPRS Internet
Select Bluetooth Dialup Modem from the drop down box
Tap Next
Tap Use dialling Rules
Uncheck the box marked ‘Use Dialling Rules’
Tap OK in top right corner
Enter Phone number *99#
Tap Next
Tap Advanced
Set Baud rate to 57600
Untick Wait for dial tone
In the Extra dial-string modem command enter +cgdcont=1,”ip”,”internet”
Tap on the port settings tab at the bottom of the screen.
Set the stop bits to 2
Tap OK in top right corner
Enter User name – web
Enter Password – web
Leave domain blank
Tap Finish
Tap OK until you return to the start screen.
Select Bluetooth icon in the bottom right corner (If not located here will be found in start menu)
Ensure Bluetooth is on
Select Bluetooth Manager
Tap New > Connect in the bottom left corner.
Tap Connect to the Internet (second option).
Tap Next
Tap Connect via a dial-up device such as a cellular phone (second option)
Tap Next
Tap on <No device selected>
Once your phone has been found by the iPAQ, you will then see an icon.
Tap on the icon, you will then see a window that says discovering device.
When the window has closed, tick ‘Create a shortcut for this connection’
Tap Finish
On the following page you should see ‘Select a connection you want to use’ below will be a list of the connections that you have set up already, eg: New Connection, GPRS Internet
Tap and hold on the one you created, eg: GPRS Internet
Select connect.
At this point the iPAQ will search for the device, the phone might then prompt you for a Bluetooth passcode – Enter any four digits
The iPAQ might now prompt for the same passcode – Enter the same four digits
Goto the internet explorer and Tap view (at bottom of the page) select address bar if you don’t see it already, and enter an HTTP address.
Data Support Advisor
Technical Customer Services
( 08700 700 191
* vodafonedatahelpdesk@vf.vodafone.co.uk
: http://www.vodafone.co.uk
: http://www.business.vodafone.com
Registered office:
Vodafone Ltd
Vodafone House
The Connection
Newbury
Berkshire
RG14 2FN