[bawaji]

Have you set it to GSM Mode? Press the green (left) hardware button, Press the Menu softkey and select Options, Swipe to left or click on Network, and set Mode of Operation to GSM only.

If that is set correctly and it still doesn't work, you have to check if your SIM is unlocked or not. To check if the phone is unlocked, press the middle (Windows/Start) hardware button or Start/Windows softkey, select Settings, then select Personal and then select Security. (If you can't find the executable this way, open your file explorer, go to the Windows folder, and select SIMSecurity.exe). If it asks for a code, it means that your phone is not yet unlocked, and you can purchase an unlock code via eBay or elsewhere and enter it on this screen. If the response is "Your phone is SIM unlocked", then it is unlocked to use SIM cards from other carriers.

All this is assuming you have registered your MEID/IMEI correctly with AT&T.

Hope that helps!