No need... I finally made it!

After all that it was something simple. When I used the phone Wizard it set up my connection with "Internet" as the APN. I just changed that to pp.vodafone.co.uk (after a chance remark by a Vodafone customer service chap) and it now works!

Oh the joy...

How the bloomin eck would the average person know such things...

Thanks all for trying to help