I don't think O2 (it is O2 you're talking about right?) has that option for the UK customers. It would appear that their Mobile Internet GPRS network doesn't seem to support PAYG customers. If you are planning to use it PAYG, I think the only thing you can get is GPRS WAP but not 'true' internet. But even then, I have quite a lot of difficulty 'surfing' WAP pages via PIE; can do it better with EZWAP.
For some reason, I did note that I could select Ireland and then the prepay option will be 'enabled' on that particular screen.