I baught a bsnl 3g connection . I got the connection setting by sending sms 
NOKIA E71 
to 58355  

that is i send the phone name followed by model no in capital to the number 

switched off and switched on the mobile again. It was still showing edge and not 3g right next to the signal. 

and bad connection speeds because of the same. 

Now to enable 3G this is what you should do. 

1. Make sure that u have the connection settings 
2. Change Mobile Connection Network Selection UMTS 
    Nokie Phone 
    Tools -> Settings -> Phone -> Network
    Choose Network mode -> UMTS 

Switch off and switch on the phone u would see the 3g sign next to the singal strength. 
if this dosent work. then contact customer care.