UK iPhone Problems - Help

After registering my iPhone, I have run into two problems:

i) No internet (via GPRS/Edge) - I get the message: "Safari can't open this page because it can't find the server." Works fine via WiFi

ii) No Voicemail - I get the message "Voicemail Error Try again Later"

I will be taking it back to O2 tomorrow, but anyone know what may be causing these errors and how I resolve them?

Greg

They won't swap it out as they are easily rectifiable.

Switch off Wi-fi for the first one then connect to the web. Switch Wi-fi back on and it should fix your problem

I had a voicemail error. Try again in the morning. i got it working with a personalized greeting but before anyone could leave a message I had to dial 1750 to activate Voicemail even tho I was a o2 customer already.

I seem to have gradually ironed out all problems apart from connecting directly to itunes. It says it cannot connect because it needs to be connected to a Wi-Fi network, yet I'm connected to my own already.
Does anyone have any ideas how to rectify this by myself or will I need to visit an O2 shop?