First, you can only have a connection to one network at a time....so if you only have voice on one, and data on the other, then you will only get voice or data.
I find it a bit fishy that C&W can't be found on the BlackBerry with a network scan. Even without getting into the GSM/gprs/GPRS stuff. A simple network scan should show C&W.
Something else you can try quickly...if the BlackBerry is set to manual network, switch it to automatic (or vice versa). Reset the BlackBerry if you still can't get a data signal. If that still doesn't work, try switching back to manual (or automatic, whichever it was set to initially). If no data connection right away, try another reset.