I have a samsung d900i

I expect this will be becuase the wap/gprs settings that are on the handset will still be the t-mobile ones. Simply unlocking the phone doesn't change these. If you know what the settings are you will need to create a new data account for this to work. If you don't have the settings, you'll need to get onto vodafone to get the settings. A call to the customer services should do the trick. The d900i still being a relatively new handset should mean that they are able to send you the settings in a sort of text message - meaning no work required - bonus!!!

Hope this helps.