The prob is that the APN settings are incorrect.
Best to call T-Mobile and ask for:
APN:
USERNAME:
PASSWORD:
They will be HAPPY to give that to you!
U CAN say u have an iPhone - they do not care! (If asked... I bought in Hong Kong..It is unlocked)
Normally - u should have the ability to change the APN settings under Settings/General/Network....
An alternative is to use this site. Access it via WiFi on ur iPhone!!!
http://www.unlockit.co.nz/unlockit/
If you do not know how to get the APN settings in...well... do some surfing.
I prefer Apple's free "iPhone Configuration Tool" - but there are other ways...
Would not be surprised if T-Mobile even could email you the settings (to be opened/installed using ur iPhone)