Going back to the APN settings, try and make sure the information below matches what you have and if not, update it to this:
Go to Settings -> General -> Network
Under “Network” settings select “Cellular Data Network” Now add the APN Settings given below: Cellular data:ATT
APN:wap.cingular or phone
Username:blank Password:blank Leave Username and Password blank Done
AT&T 4G MMS Settings for iPhone and iPodGo to Settings -> General -> Network
Under “Network” settings select “Cellular Data Network” Now choose the MMS Settings and enter the below given settings. Cellular data:ATT
MMS APN:wap.cingular or phone
Username:blank Password:blank MMSC:http://mmsc.cingular.com
MMS Proxy:wireless.cingular.com:80
MMS Max Message Size:1048576 MMA UA Proof URL:blank Done
Yes I understand that, however when you click Update, it will also check to see if there is a carrier update because your APN settings are missing. If you didn't try it, then there's no sense in me helping any further.