HTC Desire; mobile internet - help?

Okay, so I've got a problem, which I don't know how to solve..

You see, for some strange reason, I'm not able to use the internet when I'm not at my home. Now I'm aware that when I am using the internet on my phone at home, I'm doing that through Wi-Fi, but I should still be able to use the internet that's built into my phone, right? So what am I doing wrong?

Please, can anyone solve my problem, or at least give me some helpful suggestions to fix the issue?
 
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