I am not sure if it is Vodafone who solve the problem or the new APN configuration that I put but now it is working.
I put the following configuration in TCP options:
APN: Internet
User:
![[email address]](?emailimage=368abddcf09872795c4fb6fdf0f41b1f)
Password: user
And now it seems to work. Also, I am not sure if the data I consume will be billed properly though.
Thanks for your help
Julien