In my experience the Virgin Helpdesk is not very good when it comes to data! May have improved recently though....
In any case, here are all the Virgin settings I and several others use, gleaned from official sources and this forum:
APN: vdata
Login ID: blank
Login Password: blank
DNS: 196.31.116.241 and 196.31.116.242
(Generic public addresses which will work are 196.7.0.138 and 196.7.142.132 but may be slower than the correct ones)
(Updates: forum reports main DNS changed from 196.31.116.200 to 196.38.218.30)????
Modem setting: officially should be *99#, but also appears to work using Voda setting (as does MTN: *99***1#)
Initialization string should be changed to at+cgdcont=1,"ip","vdata","",0,0,
(but also appears to work using Voda setting (AT+CGDCONT=1,"IP","internet")
SMTP server for outgoing mail (change in e-mail client): mail.cmobile.co.za
Good luck and happy 50c/MB-ing!