which network are you on? i'm on orange uk and i had the same problem...all i had to do was enter the edge settingS for orange uk in GENERAL/NETWORK/CELLULAR DATA NETWORK and walla it started working.
it is set on the phone this way.
but still there is no edge.
i have Iphone browser but it is not alowing me to sdit the Carrier.plist file.
i tried to save it on desktop to edit it,
but it says i need Property List Editor to open it.
Put your sim into another phone that has working on same operator's edge.Go to a web page&browse for a while.Then remove sim other phone&put it back into your phone...This is the simpliest way.I hope it works...