How to change phone settings to use data?

HI I'm currently in the US using an AT&T go phone, and the phone that I am using that number is the Samsung Galaxy Y, which I brought it over to the US from my home country. I recently purchased the 25 USD data plan for my phone but I can't seem to use it. after browsing through the web I found out that my phone is somehow not allowing my number to use the data that i purchased. Both the sim card and the phone are unlocked by the way. can someone help me??? I already purchased the thing and I can't get a refund so is there a way to fix the problem?