Android Phone

Allow 3G Data
Android 2.x Gingerbread

Settings > Notifications > Data Conn. > Turn On Settings > Wireless and Network > Mobile Networks > Use Packet Data (tick) Settings > Wireless and Network > Mobile Networks > Network Mode > GSM / WCDMA (auto)

Android 4.x Ice Cream Sandwich + Jelly Bean

Notifications > Data Conn. > Turn On Settings > More... > Mobile Networks > 3G Service > Enable 3G > Select Provider Settings > More... > Mobile Networks > 3G Service > Network Mode > GSM / WCDMA (auto)

O2 Specific Settings for WAP and MMS