Open Hyper terminal ,send atd *99***1# this is for connecting to network .This below is for setting access point name "GPRSINERNET" is name of ap. Or input parameters on other way if you use phone .
You will see "CONNECT"
And now you must send PPP strings for autentification.
Or, if you have for example telit gprs modem already implement all protocol in him ,you only send http request GET HTTP 1.1 (name of site)
and you get html code of web page.