OK I'm an idiot: you need to purchase the SIM unlocker and use a custom radio if you're going to use a GSM network in the US. Sorry about that; I wasn't thinking. Go to
http://forum.ppcgeeks.com/showthread.php?t=93867 and purchase the SIM (security) unlocker (also unlocks SPL), then get a radio from here:
http://forum.ppcgeeks.com/showthread.php?t=106571. Hopefully you'll have better luck...