Who is your carrier? Are you roaming, or have you installed a local micro-sim in your phone? If so, who is the carrier whose sim you have in your phone now?
Not all 3G networks are compatible with the iPhone. T-Mobile's U.S. network is one example. What network are you locked on to at the moment? Check to see if it is one of these: http://support.apple.com/kb/ht1937
If it is NOT one of the carriers on that list, you'll need to contact the carrier you're on to find out what, if anything, you can do to get it working.
thanks kilted tim, I have tried to contact my carrier. Unfortunately, i have been unable to. And the branch that i went to thinks its to do with my country's network, which doesnt really help much. I have googled this, seems it could potentially be a fault with a software version of ios4 on the iphone 4, which would mean I have to wait to get home and see if an update would solve the problem or go back to ios3. Looks like a bit of a waiting game for me!