Why ain't my Internet working on my iPhone but it is on blackberry?

Well my mobile data does work! My Internet don't just work on my iPhone! It comes up with a 'E' even when my 3G is on. On my blackberry it works when we're in the same place! They're both on Vodafone and I have iphone 4. And blackberry 9900

All answers appreciated

Isn't *

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