plambrechtsen: Just another update on this. The customer on Twitter sorted it out using the unlockit web site since for whatever reason the iPhone just didn't take the APN change. The other option was to use the iPhone Configuration Utility and set it that way.
Best way to check if you're still being routed via the WAP APN instead of the Internet APN is to use WhatsMyIP or similar and then check your IP against NealR's IP address APN list. If you have a 222.153.223.x IP address then you know you're going through the WAP APN and your phone's config is wrong.
Hmm, thanks for that- I haven't re-checked my iPhone recently since I got my Windows Phone (with a much bigger data plan) working.