If you don't care how the unit connects, just try opening a network
connection - the GPRS connection should be started as long as the unit isn't
in a direct connection situation - but your program will not terminate the
GPRS connection when it has finished with the comms (if that is what you
want it to do)
If you want to specifically open and close the GPRS connection, then you'll
need to P/Invoke in the RAS calls or purchase a third party component that
wraps this for you.