Failing data roaming with iPhone

I have a iPhone bought in Belgium (bought legally unbundled from operator) and I am using it now in China with a China Mobile SIM card. I have a normal voice & data package which allows me to access my mails and the internet using my Nokia phone.
When using the iPhone, it constantly claims: "Could not activate cellular data network. You are not subscribed to a cellular data service" which is not true as I can easily access with the same SIM card the data services with another phone.
Any suggestions?

Hi,
what do you mean by connection settings?
there is a window called "Cellular Data Network" with APN, Username and Password but I do not have such info and it is not needed for any other phone I have been using in the last many years to get data.

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