bought unlocked phone for ATT wireless... need some help

ok i have ATT still and bought the siemens sl65 UNLOCKED FROM EBAY because my old phone was busted.. and i didnt want to sign over a new contract and plan to cingular.. so do i need to properly setup this phone through the network menu to get good service? because my service with this phone is **** and i can barely make calls at all.. i either get NETWORK SEARCH or NO CONNECTION... or did i just buy the wrong phone for my provider? thanks for any help. Also would this phone work with another provider if not with ATT?

Also, my GF has cingular and her phone works fine where mine doesnt, do cingular customers have different towers than old ATT customers or are the towers the same now since ATT really doesnt exist.

Thanks for any help

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