[inquisitor]

Actually with Fonic data works no matter what APN you have entered - just make sure there is an APN configured. O2 Germany have made their network last year to connect in any case so you could leave "three.co.uk" as APN or enter "MickeyMouse" or some expletive.
Except for a random APN you don't need to configure anything else on your Nokia E71 in order to get online.
But be aware, that with a regular Fonic SIM (in contrast to a data SIM, that comes with their 3g stick) data is billed by the volume transfered with € 0.24/MB (in 100KB-increments). If you prefer the dayflat, which gives unlimited data for € 2.50/calendar day send a text containing "START TAGESFLAT" to 36642. Probably you will be asked by SMS to confirm this change by answering "JA" to 36642. Also note, that the dayflat is billed by calendar day and NOT by 24 hours - e.g. if you start using data at 11:59 pm you will be charged € 2.50 allthough the day ends in one minute and so does the dayflat.