In some cases different phones require certain modem initialization strings to properly function as a dialup modem. Regardless is you are using the phone to connect via GPRS or an ISP the phone still acts as a wireless modem. I would contact the carrier to see if certain modem initialization strings are required for your particular phone.
I would also recommend looking at
www.howardforums.com. It is the leading wireless cellphone forum available. It is not as friendly over there but there is still a mountain of information there regarding cellphones.