Have you tried all the other DUN profile numbers? I'm on Three with a P990 and mine works on #1: *99***1#
Actually that dialing format is a SonyEricsson-specific thing - the *99# or whatever format won't work/that's for (just about?) all other phone makes.

Reckon it's worth a shot you going through all the numbers if you haven't already... Also, I have it set on Packet Data (not Data Call) on the first screen/maybe check that as well?.

Incidentally - if anyone knows how to set up an LG KU990 'Viewty' (on three or any network even) that'd really help me out!