Depending what phone you have will depend on which method you require
Text settings to 2020 to have the settings sent directly to your phone Or If on android download the giffgaff apn from the market place using wifi, this will set everything up for you.
iPhone set up
You need to manually change the settings for the iPhone 2020 does not work it is easy enough to do, Go into settings General Network Mobile data network You will then see the settings that need changing
Apn - giffgaff.com Username - Giffgaff Password - Password (this is the word password)