There are a lot of problems activating GPRS, WAP etc on RGSM. CC sux big time. Keep complaining to CC and speak to their floor supervisors. Email everybody and then maybe you will be able to access GPRS. None of the other cellcos ask for IMEI number for accessing GPRS. RGSM is probably the only company which asks for this. After providing IMEI also, there is no access. I had suffered for my SE W660 and my Nokia N81 in a similar manner and I had to take up the issue very very strongly. And the jokers there at CC asked for my IMEI every time I called them. And I must have called them atleast 15 times over 20 days. The end result is that for both my handsets, I successfully enabled RGSM, but was unhappy with the frequent drops in data service (once every minute or so) I got frustrated with RGSM and removed the SIMS and took Vodafone SIMs and I am happy with their services. Now Voda is offering at Rs 98 per month, 2GB of data access on both my mobile as also my PC.
It is indeed ironic that today when all other cellcos are providing a SIM which has all these settings come down automatically to your phone (which can even be a crap Chinese mobile) and moreover, all cellcos know that data is the next money spinner for them. Yet our great RGSM acts like a nincompoop and makes customers curse their own bad luck for opting RGSM.
It is indeed a very very sorry state of affairs at RGSM. Probably they are still in the ages old RCDMA mindset and want to have a walled garden for RGSM also.