If it's a standard GPRS modem you need to send it this code after connecting the TCP/IP
GET / HTTP/1.0<cr><lf>
Connection: keep-alive<cr><lf>
<cr><lf>
cr = carriage return (ascii character code 13)
lf = line feed (ascii character code 10)
It wont send you anything until you ask the HTTP server to start sending which is what that does.
It will respond with
HTTP/1.0 200 OK and data will then continue to spew out.
If you think about it you will see why, the GPRS has no way to know when you are ready to receive data after you connect on TCP/IP. Sure you may have connected but you may not be ready to recieve data. Hence you have to initiate the HTTP server to start by sending a command which is what that does and its what a webbrowser does :-)