I have 3 'Data Comm' settings; first (ID #1) is the restricted network, used for phone's wap browsing, and second (ID #2) is the unrestricted internet access, which is the one I use to cennect my zaurus to the internet. Third one is for MMS sending.
So, note that I have 2 data comm settings, one for surfing the net using the phone's browser (which is capped to wap), and the second, which is the one you may not have setup.
HTH