you need that extra initialization command, but be sure to edit "internet.com" with "internet.wind" when you use a Wind simcard, otherwise it will not work
in alternative, you can use any program that creates the connection for you: Motorola Phone Tools should work just fine (I used it some time ago with both 3 and Wind and it auto-detected the correct APN according to the simcard inserted in the phone)
I hope this helps, if you have any further questions just ask