No wireless data connection...

I recently purchased a used 3GS iPhone...it is running 3.1.3 SW.

I currently have an ATT SIM card that I am using in a BJII phone. Plan has unlimited data plan.

Upon receiving the phone, I connected to iTunes and activated the phone. Then I set up my WiFi and email accounts (Exchange, GMAIL). Everything works like a champ.

Later, I left the house to run some errands...crap, the phone won't connect to the cellular data network.

What are my options?

Go to att and get the iPhone data plan, or do I need to jailbreak/unlock my iPhone?