The 6600 does support IMAP4 on O2. You may need to contact Data Support to sort this one out. Are you PAYG or Post Pay? If post pay then go to O2's web site and downlaod the GPRS and GPRS/MMS settings for your phone and also the email settings. Looks like you're missing the APN for this. The settings are sent OTA (Over The Air). Once received, open your message and select save.
Settings
If these fail, there may be a provisioning problem at our end, contact CS who will transfer you to Data Support.