i have the same problem with hd2 and dutch vodafone.
i've had an n95 before my hd2 and i remember having the same issues with the lastfm client back then.
that was an issue with the vodafone proxy that just cut of the stream when it didnt like it.
i had different data connection set up for that back then... i had the normal "vodafone live" for browsing etc. and the "vodafone streaming" for streaming apps..
on the n95 it asked me which connection to use with every program i started.
i just cant find these settings in my hd2 (kinda new to the windows mobile thing
) the connection is setup automatically.
but i think it might be related...