[bawaji]

Have you set up the connections settings under Start > Settings > Connections > Connections? I have not done this with AT&T but when I traveled out of the U.S. and purchased a SIM card in another country, I had to set up a new connection for that carrier and was then able to access the data network without having to reset it every time I started the phone. Your data network may still be set up for Verizon by default.

In the screen that comes up when you select Start > Settings > Connections > Connections, select Advanced, then click on Select Networks, and Select your AT&T setting under the "Programs that automatically connect to the internet should connect using:" selection list. If the setting for AT&T does not exist, you can edit an existing setting or create a new setting. AT&T will have to tell you what needs to be entered in the successive screens.