andy1123 wrotetheir is no "on" button.. I did all the above and when I try opening safari it gives me "you are not connected to the Internet error"
The "ON" button is available on 4.0 version and above.
If you are still using 3.x version and not willing to upgrade, you may install the free "sbsettings" from Cydia which contains the data feature (ON / OFF)