Since you didn't specify which carrier you have, I'm going to assume you have Sprint. First, make sure that the connection settings are correct:
Start > Settings > Connections > Connections > Manage Existing Connections
Make sure you have an entry for Sprint Vision that dials #777. Leave the un/pw/domain blank.
If you still can't connect, you might want to call customer service and have the rep reset your data plan. This happened to me a couple of weeks ago. Once the rep reset the data plan, I was able to connect. Just don't tell them you have a custom ROM installed
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One ROM to rule them all,
One ROM to find them.
One ROM to bring them all,
And in the kitchen, bind them.