Do you mean the unlimited T-zones/MobileWeb or the limited ($9.99) new Web2Go?
In either case, the "Search" function or a read of some threads on this page may prove helpful.
Most likely all you need to do is Settings > General > Network > Cellular Data Network and type epc.tmobile.com in the APN field, and possibly restart your phone, presuming it is already unlocked and otherwise works on your T-Mobile plan.
Hope this helps, but do consider looking around in case a topic's been addressed before, as this one has quite a bit.