Nokia 6620 configuration for internet

Hi everyone,

I have a question........I sure hope someone on here has some answers for me.....I love this phone, really nice but it would be really really nice it I could download stuff from the phone.

I just bought a nokia6620 and it was unlocked....But, it has AT&T configurations for searching the internet. I want to be able to use this ability but I am currently with Cingular and I have put all of Cingulars configurations in the phone to my best........and it says connection failed.

I was hoping someone here could help me out here.......
Please respond if you know of any tricks maybe I forgot to enter.....I would greatly appreciate it....I also have a cable that came with the phone and BOY, I feel stupid I have no idea what to do it with except to plug it into my phone and the computer....BUT, then what????? LOL

Thanks for any input, Cathy