Do you have the Blackberry logo next to the 3G symbol? If not, then you will have to call AT&T and have them turn your services on. Doesn't sound like you're connected to BIS.
Just to clarify, not everywhere has 3G service correct? I'm not running off 3G.
Not everywhere. Depends the area really. I will warn you though that if you're in a bad area and your phone is constantly fighting between 3G and Edge there's some good battery drainage that goes along with it.
That particularly pisses me off since I asked the guy if I was all set to get online before I left the store, and he punched a few keys on his computer and said yes.