Hello,
I experienced the same issue with mine. The connection had been active until I cut it down manually. :(

As for GPRS data counter, I'm trying Spb GPRS Monitor and it seems to work with some hack.
Because [Menu] > [Options] > [Connection] does not have a "Done" button, you need to configure monitoring connection by creating a string registry key HKLM\SOFTWARE\Spb Software House\GPRSMonitor\Profiles\#\connectionentry, whose value is your connection name to monitor. (# should be a profile number 1 or greater.)