Got it working at last and it’s pretty simple. Just follow these steps and you’ll be away in no time.

First, make sure you know how to SSH into your iPhone, see here if you don’t know how to.

Next you will need to download the files, these are here.

All you now need to do is SSH into your iPhone, then move those two downloaded files into certain places. Make sure you make backups of the files you are replacing incase something goes wrong.

Navigate to /var/mobile/ and put the proxy.pac file in there.

Next navigate to /Library/Preferences/SystemConfiguration/ and put the preferences.plist file in here.

Restart and that’s it. GPRS should be working.

Enjoy.