IPhone 4s won't connect to internet or send/receive text messages

I've just had my Apple iPhone 4s come through the post today.
Apple iPhone 4s
On Contract:
Unlimited texts
Unlimited Internet
500 Minutes
16GB. The internet works when I connect to my Wi-Fi, but when I want to use the mobile data/network it won't connect! So if I want to use it out in town, it's not connecting!
I've tried going to Settings-General-Mobile Data- and then people say go to 'Mobile Network' but there's no mobile network button! Omg, it's so annoying, someone please help?

&another problem. I can't send or receive text messages to anyone or from anyone.
what do I do?

I can think of several problems that it might be. The first is that maybe you need to plug the iPhone into your PC and register it. It will just be a case of a window popping up asking about registration and select to agree to this. The other problem could be is the store in which you bought the iPhone. They may not have set up your sim correctly. If this is the case pop down to the store and get them to check things out. The last problem it could be is the sim being inserted wrong either upside down or round the wrong way. Same thing pop to the store and get them to have a fiddle around with it. The only other thing i can think of is no signal or a damaged sim.

Feel free to e mail me at leecomber9@hotmail.co.uk for more information should you need it.

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