OK, that link to the PDF did the trick. I loaded a stock quote page and it loaded about 500 KB and I got to pay about a euro for it.
Thanks for the find.
What is odd is that the SIM has APNs for Vodaphone and I assumed since Poste Mobile was a MVNO using the Vodaphone network, it would work that way. But in fact, creating a manual APN with the settings in that link did the trick.
OK, I will just use this for voice from now on.
Including maybe some in other Euro countries, since even roaming, the rates seem to be better than some other countries. But I guess people in other countries would not like calling a foreign mobile number.