Yes.. you should contact your network provider. in my country, indonesia, we can do the setting by requesting it in sms. for some provider, the gprs is automatically activated when the simcard is inserted into the cellphone. we don't need to set it at all.
i also use Nokia 2700 Classic. i sync it with my notebook. you just need to install Nokia PC Suit or Nokia Ovi Suit. Download them from Nokia site. once you have installed it, you need to configurate it. unfortunately, the micro usb cable data doesn't included in the Nokia 2700 Classic package. so..i can only use the bluetooth to connect to my notebook