Usualy starting joikuspot with the main 3G APN was enough to get the hotspot working (that was the case when I was using 3.UK and O2.UK) but here with Vodafone Portugal it wasn't as easy.

 Vodafone uses a proxy between the 3G-device and the Internet so having it configured on your Phone is not enough: you need to get your "tethered" device to use that proxy as well. In the screenshot you'll find Vodafone.PT's proxy and it's port. Set it up after connecting the iPod/laptop/ etc to the joikuspot connection.

* For those who never heard of joikuspot, it is a Symbian S60 app that turns your wifi-enabled S60 phone (mostly nokia smartphone but also samsung i8510) into a walking hotspot. When I connect my iPod Touch to that I basically get a iPhone - albeit sans camera and sans GPS (but with GSM positioning) but most importantly, sans overly expensive contract).
 
 
Sent from my iPod