@Bharathi,
Yes most of the call centre people in india working with network service provider, doesnt know the difference between CSD and GPRS data call.
CSD - Circuit switched data call....GPRS - Packet swtiched...
If you are not using APN, USERNAME and PASSWORD then the data call is considered as CSD data call as the dial for data transfer is done using only the mobile number...
That means, the network service provider should enable the CSD call feature.. I feel you are from india...In that case, to my knowledge, only AIRTEL is supporting CSD call not by any other network provider.
You can check with them..
Why dont you switch over to GPRS based data call??