Guy's, you are mixing up the facts here. Vodafone offers 2 types of GPRS connectivity. (Edge is same as GPRS only faster).
Vodafone live (Planethutch)
Vodafone access (Hutch access).
Both have similar types of settings, except for a few changes. Vodafone live needs proxies to be enabled etc.
Vodafone live Apn: portalnmms
Vodafone access Apn: www
Since I have not come across settings that allow me to alter the proxy settings in the Iphone, I dont think the basic pan (Vodafone Live) plan will work in the iphone (atleast till Vodafone launches the Iphone here atleast).
Since the Vodafone access does not need proxies, it would work in the iphone, but this plan does not come without a monthly rental currently.
Both these settings work on windows mobile phones. I have used vodafone live settings on htc 3300/htc touch, k-jam and also imate SP-5