Connect your VODAFONE GPRS to your computer:-

5800 phone:-
menu
settings
connectivity
admin settings
packet data
when needed
www

pc:-
control panel
phone and modem options
location code 044
dial using tone
modems tab
properties
diagnostics
query modem [it should respond as success]
advanced tab
empty extra initialization commands

start menu - programs - accessories - communications
new connection wizard - connect to internet - next
set my connection manually - using a dial up modem -
next - check Nokia 5800 - uncheck others
user name and password - empty.
dial no. *99***1#
desktop shortcut. done