Hurrah for Tim!
Finally got mine working after reading the tick 'use packet data ' comment here. Should be obvious I guess but it's never mentioned in any setup instructions I have seen beforeso I had just been glossing over that option.
Many, many, thanks
To set 'Use packet data':
Settings > Wireless and network > Mobile networks > Use packet data
To input the other settings:
Settings > Wireless and network > Mobile networks > Access Point Names
then on the screen that comes up (APNs) use the menu button and select New APN and off you go