This is a common Error With GPRS Connection and i faced it for the first time when i tried with my new vodafone GPRS connection, and finally traced the issue and sorted it with the following steps

First Identify your modem then goto

control Panel >> Phone and Modems

Now select your Modem click on Properties Button ( or double click)

Now press Change Settings Button,

see picture

Now goto Advanced Tab with in the same window, and edit Extra Initialization commandsas

Here is the command for you to copy

AT+CGDCONT=1,”IP,”WWW”

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