(in case you do have your APN in there) now I tend to stay away from voodoo like advice, but when I first started I had my APN settings put in and the whole nine, but it still wouldn't work. no amount of battery pulls, etc. worked. I started up OZ messenger and pressed connect and it jump started my phone. I quickly signed off since OZ takes from texts, but after that I never had the problem again.
hopefully it's just you didn't have an APN in there to begin with, but if not.. *shakes my voodoo rattle stick*