OK, my iPhone O2 UK PAYG Web and Wi-Fi bolt-on has just been activated. Got sent a text confirming it.
The default iPhone "mobile" APN doesn't work.
I've changed it to the "payandgo" APN, as per
O2's help site and now have cellular data working.
However I'm not getting EDGE, even though I have reception where I'm currently located.
According to O2's terms and conditions I should be getting EDGE:
"The O2 Web and Wi-Fi Bolt On allows you unlimited use of O2 UK's Edge, GPRS, 3G and HSDPA networks, The Cloud's UK Wireless LAN network and the BT Openzone UK Wireless LAN network".
However, I think I'm still waiting for my PAYG SIM to be updated with "iPhone services", so hopefully that's the problem. It better be
Edit: sending email doesn't work, bollocks.
Edit2: web browsing away from o2.co.uk isn't working properly either. Probably the proxy setting issue cropping up.
I really hope this gets sorted when O2 update my SIM. Or I'm cancelling this. I suppose that's the beauty of PAYG, no contract so you can leave if you don't like it

Edit3 (sorry): I'm now getting EDGE reception, but web browsing is still locked-down. Some apps work though, like NetNewsWire.