You would need to provide us with the make / model of your mobile phone and also the operator before anyone could give a proper answer.Still, some pre-requisites involve checking with your operator to ensure that GPRS is indeed active on your subscription ;)They should also be able to advise you on the settings required to setup a GPRS profile on the handset; this usually involves setting things like an APN name, IP address and sometimes a port number.
If you press 'internet' 'web' 'www' or what ever the phone has and it doesnt go you are best to ring the phone company and from a seperate phone because you may need to enter complicated number codes and addresses etc. etc.This is common place not unusual but less so recently.