I've checked your account and there's definitely no data bar on your sim so it'll be some issue with the handset settings.
John @ The giffgaff Team
Some applications on these phones use a so-called preferred access point, which confusingly isn't the same as the default access point.
And when you view the list for preferred access point, giffgaff may not be appearing on the list.
To add it, it's necessary to set up a personal configuration
see balderdash's reply on this thread,
and p.36 of the Nokia User Guide