Yeah, setting up internet access on O2 pay&go number... I've tried to do this once for work, to test out one mobile website on old blackberry that was O2-locked. I've got some payg sim card, topped it up with £10, activated "web bolt-on" (or sth) and... still had no access. Tried to contact their tech support over email, but it was useless. Finally I just gave up on this.

Why bother with O2? T-Mobile or Voda pay&go sim cards work out-of-the-box.