It has been possible to use Vodafone wireleless on the London underground for some time and according to Vodafone’s info page your phone should connect automatically.  Mine didn’t and neither do many peoples on Vodafone’s support forum.

I hadn’t had the need to use WiFi on the underground as I only traveled very sporadically for work into London, but now I’m doing it daily I thought it would be useful. Well it would have been had it just connected automatically – it didn’t.  Vodafone’s suggestion for if it doesn’t automatically connect is to use the “Virgin Media” WiFi, which although it works it takes you to a captive portal page and requires you to sign in with your Vodafone user name and password.  That’s a bit rubbish as when passing on the tube you ate only stationary for about 20 seconds.
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based on Kubuntu 8.04.1:

edit /etc/network/interfaces

Identify the wireless nic and modify as per the example:

# File: /etc/network/interfaces

# The primary network interface
auto eth1
iface eth1 inet static
        wireless-key 967136deac
        wireless-essid homenet