After step 1 and 2 you have to set up which connection java applications may use. Do this by selecting “Settings” in your phone’s main menu, go to “Connectivity” by pressing right, go down to “Settings for Java”, push “Select” and then select the GPRS connection you want to use.
If step one for some reason hasn’t worked, you may also set up your phone’s configuration manually:
Click Start > Settings > the Connections tab > the icon Connections.
Under My ISP click Add a new modem connection.
Enter a name for the connection, for example lycamobile
Select lycamobile under Select a modem.
Press the Next-button.
Enter the access point name under APN: data.lycamobile.com.au