This might point you in the right direction .... from the Home Screen, press Menu then tap Settings>Wireless & Networks. Tap Mobile Networks>Access Point Names. On the APNS screen Press Menu then tap New APN. On the Edit access point screen, enter the APN settings, tap the APN setting item to edit it - then press Menu and tap Save.
To check the Data Connection you are using - From the Home screen Press Menu, then tap Settings>Wireless & Networks. Tap Mobile networks>Network Operators or Access Point Names.
I have the Wildfire which is only slightly different I believe.