My phone keeps saying there is aproblem connecting to gprs service in your registered home network

All phones need APN setting to make them work for gprs or data functions.
You can find the settings from your network operator and then you can follow this video guide on how to enter APN settings in any HTC phone.
This is a tutorial on how to add APN settings to HTC phones for your network providers. Example phone used is a HTC Hero but process is same for all HTC models.
APN and Data Settings Change for HTC Phones

1. Go to settings -> wireless controls
2. Go to Mobile Networks -> Access Point Names
3. Click Menu and select New APN
4. All you need to add for most networks is just the APN setting which can be obtained from your simcards network provider
5. Press Menu and Save
6. You are ready and have configured data connection settings.

Hi..
Steps
1.Start >Setting>connection>connection
2. Add a new modem connection
3. Enter connection name
4. Select " Cellular Line GPRS". then Next
5. Enter Access Point Name
6. Finish
7. Then goto "Manage Existing Setting"
8. right click on the connection name and select Connect
9. now u can start the browsing through Internet Explorer


Note:
If u have Airtel Service Provider then follow steps
Connection name: Airtel
Cellular line GPRS
Access point name: airtelgprs.com

If u have Idea Service Provider then follow steps
Connection name: Idea
Cellular line GPRS
Access point name: internet

If u have Vodafone Service Provider then follow steps
Connection name: Vodafone
Cellular line GPRS
Access point name: www

If u have Aircel Service Provider then follow steps
Connection name: Aircel
Cellular line GPRS
Access point name: aircelgprs.com