How to Use Mobile Web Data on iPhone?

This question may seem really dumb, but I'm new to smartphones.

I have the iPhone 4 on Vodafone PAYG. When I'm at home, I use the Wi-Fi in my house to access the internet. However, if I go on Safari or other application that requires internet access when I'm not in a Wi-Fi zone, I get a message in a box on the phone saying: "You are not subscribed to a mobile data service". I'm registered with Vodafone and can text and make calls fine.

Do I need to contact Vodafone to set something up, or do I need to change something in the phone settings?

You would be far better off phoning vodafone and letting then sort out the problem for you as they can sort this in minutes over the phone.

Usually the cell phone carriers have two tiers of service. One is just voice and text. The other includes data. They charge extra for the data portion according to the amount of data use you select. So yes, you need to contact your carrier and see if they even offer data on pay as you go plans. Sometimes you have to get a contract plan to get data.

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