I'm in excatly the same position as you. Also have an unlocked XDA on t-Mobile. Took me ages to get the settings out of them ( they are a bunch of mentally handicapped people at the best of times...)
Bad part for me is..even with these settings...it takes a while to connect...and sometimes it does not connect at all...Your luck my vary ( please let me know if you have any success)
1.Under connections, create a new connection and choose "Cellular Line (GPRS) " modem as the modem type.
2.Leave everything else on defaults.
3.When it asks you for an access point, type "general.t-mobile.uk" ( it is not a spelling mistake it is .uk and not .co.uk)
4. Click finish
5. Under GPRS Authentication choose "CHAP"
6. Under CSD Line type choose "Analogue"
7. Make sure that when you dial that the GPRS connection number is +0~GPRS!general.t-mobile.uk -> set the area code and country code both to 0.
8. Make sure that there is a "G" next to the operator name ( when you click on the signal strength box). If you don't have this..t-mobile has not switched on your GPRS account. Call them and ask them to enable "GPRS Data" for your account. Not WAP, MMS or something else but "GPRS Data" (they are clueless)
9. If you still have problems...call tmobile support..but instead of talking to them..ask to speak to the data support team. ( these guys actually know a bit more...but not much...- at least they know what data GPRS is)
All in all I spoke to a guy a carphonewarehouse...and he has tried t-mobile, vodafone, orange and o2. He told me that all of these services only offer gprs at 9600 except for orange ( which he seemed to like ), that offer gprs at 19200 and that they are pretty clued up.
Anyway..hope it helps.