I had this error message when I tried to access the internet via a java application.
I knew that GPRS was set up correctly and working (since I had downloaded that java application and more), so what could the problem be?
Turns out that Nokia S40 phones only use the internet settings that are sent from the operator for Wap browsing, not for applications and that I need to make these settings my self.
Most phones I have tried this on so far have had very similar menus for doing this (the biggest difference so far has been that some phones calls it PACKET instead of GPRS (witch does stand for General Packet Radio Services;).
I will now make a general instruction (and add phone specific as comments, please add how it looks on your phone if you have another Nokia S40 model). The values within () are those I used for Telenor Sweden.
Settings -> configuration settings -> Personal configuration settings
Use add new -> Access point
Account name – Use something remember able
Access point settings [check your providers settings and use the correct once]
GPRS/PACKET Access point (this is sometimes called Access Point Name (APN), and ought to be an ip or a domain name).
Authentication type (not all carriers use this, but check your settings).
User name (not all carriers use this – leave blank if not needed, but check your settings).
Password (not all carriers use this – leave blank if not needed, but check your settings).
Simply use “back” when you are done (it will save the changes).
Back to the “Personal config. settings” menu
Options -> Activate
Now we (should be) done and all should be working well. One phone (I can’t remember what one just) was unable to surf WAP after doing this but getting new settings from my carrier worked.