Does GPRS only work with the web browser?

Hi all,
  This may sound like a real noob question but I was wondering whether or not GPRS only works when you are browsing the web.

Also, I had problems getting GPRS to work on my phone, and I read some sites saying I should press *#*#4636#*#* and allow DNS check. After that I tried doing the ping test but it failed with the error being something like 'failure because No Error'.
However when I use the web browser it works, but it is unbelievably slow, even slower than my Nokia 5800...

Any Help/Insight would be hugely appreciated!
Thanks!

In the mobile networks section I have more or less all of the options:
Data roaming (which I enabled because for some odd reason my SIM/Network registers me as Roaming (the R above the signal bars))

Access Point Names (Inside there is only one default which is my Network Provider's WAP)

Network Mode (I only set to GSM only because I'm in China and the Network Provider doesn't use WCDMA and instead uses it's own TD-SCDMA...)

Network Operators


However, I should also note that when I am using what I'm assuming is GPRS the symbol on top shows E symbol (EDGE) instead of the G symbol for GPRS.