Ooo so you're using GPRS. I must admit I have never used GPRS. I don't belive you need the phone "connected" to a number to use GPRS, but the phone must have GPRS enabled. And you must be using a phone payment method that accepts it.
When I asked about pricing plan, I meant on the phone, not your ISP. Do you pay a monthly contract or is it pay as you go?