Help New iphone not internet connection

Hello I have just received my new i-phone 3Gs yesterday and it is the first time i have used one and i am not very good with technology!. when I try on get on the internet it says: -

'Could not activate cellular data network

you are not subscribed to a cellular data service'

can any one please help me and tell me what i need to do to get this to work

thank you

faye