Rogers Unlocked Curve bought from ATT?

Hey we just bought an unlocked Curve off of EBay (was ATT). Phone is working perfectly other than a minor issue with not being able to get rid of a password - will ask about that one later. But current issue is that Rogers has said it will not allow us to purchase a data plan for this phone b/c it is from AT & T. This is an unlocked phone and all app (except those that require data BBM etc) are working perfectly well with the Rogers SIM card.... any ideas???