I can't get 3G either. That's because the Imagio isn't compatible with AT&Ts 3G connection, only 2G (known as Edge). If you want to flash a custom ROM, you need to unlock the Hard SPL:
http://forum.ppcgeeks.com/showthread.php?t=112035. Also, Verizon has posted an updated ROM on their website which you can use without unlocking the Hard SPL.
After that, you can flash custom roms that are posted in these forums (at the top of the Imagio forum, click "Imagio Upgrades"). From there, you will find threads with several different custom roms.
You're going to have to do a lot of reading through the threads, do some googling if you don't know what a term means, etc. I'm not an expert and wouldn't really be able to explain it to someone new. I just was able to make enough sense of it for myself to do it with my own phone.