have you tried sending a text to 789922 with the word ALL. This will send you two setting texts back for you to install roaming settings.
Your phone should find a network automatically. If you still are having an issue i suggest you give VM a call. They can either forward the settings manually by email or talk you through filling in the apn settings manually on the call.
I hope you get this sorted Its really frustrating when on holiday with no access to internet
Has this post helped you out? say thanks by clicking on the Kudos Star. I work for Virgin Media - but all opinions posted here are my own