Hi Adie,

Not sure if you still need a fix for this problem, but if you are then try the following:

Open the main menu, then select Utilities, then select Browser. Select Settings, then Profiles. You should see a list of services, probably one for Vodafone and one for Wi-fi (I have the LG Renoir on Three, so mine shows '3 Services' and 'Wi-fi' as the two options). Check which one of the services has the tick next to it, if its Wi-fi that has the tick, then this is why you can only connect with Wi-fi. To change this, select the option in the list for vodafone services (if there is one) and then select 'Activiate' at the bottom of the screen.

The only reason I know about this is because I had exactly the same problem with my phone to start with - it took me ages to fix it and i think it was a bit of a fluke that i was messing about with the settings and found this. It seems that the first time you activiate Wi-fi on the phone it switches to this service, but then forgets to switch back. I've found that its ok any time I subsequently activiate Wi-fi, so you should only have to do this once.

Hope this helps 
Dave