Just got this, in a phone call, from a woman in their Tech Support
from Trowbridge:

NO GPRS support for internet access.
Virgin GPRS is for WAP only.
They have no billing platform for GPRS for internet access.
If I try to use GPRS for internet access I will get "astronomical"
bills.

The above was in response to my query as to why they were blocking
some TCP/IP ports. The fact is that their GPRS works for internet
access OK.

Not sure what to make of this. Are they a bunch of monkeys, or is this
for real?

The booklet which comes with the SIM card doesn't actually refer to
GPRS; it lists a product called Enhanced WAP, at 0.5p per kb (£5/MB).