The Android Dev Phone (ADP1) working on AT&T, you have to add the AT&T access point entry to your phone when you get it. Here are the steps you need to do:
1. Go into settings and select Mobile Networks
2. Select Access Point Names
3. Click the menu button and select new APN
4. Enter the following info and save:
Leave all other fields at their defaults.
If you are trying to do this to activate a brand-new ADP1, the steps to define the APN are a little bit different but easy nonetheless if memory serves. You can activate the phone without the cell network (using wifi), but it requires a little more effort.