Have you set up a Wi-Fi connection at all? Where did you purchase your Sensation from?
Sensation in Australia is a Telstra NextG Exclusive Handset, and, as such, will come pre-loaded with Telstra APN's etc.
Not knowing what you've already tried to resolve, it *could* be as simple as just not having the Mobile Network enabled. (Menu > Settings > Wireless & networks > Mobile network).
If that's enable (or simply says ' cannot connect to internet ' ) check for your Virgin APN settings in the same area ...
Let us know how you go.