Dell Venue Pro Data Roaming

I have a Dell Venue Pro that I purchased in Dec 2010 for T-Mobile network.

The device works fine when I am in a T-Mobile Cell zone.  When I do not have T-Mobile service and I am in an AT&T data area;  the phone voice part works,  but I get NO data services.

I called T-Mobile and they verified that my data services plane is correctly provisioned.  I have a HTC HD7 and swapped SIM cards and the HD7 works on the AT&T network,  but the Venue Pro does not with either SIM card.

I should be able to received 2G services with the Venue Pro,  but can not.

Anyone know what could be wrong and what I should do to get data services.  I have a vacation home and there is no T-Mobile service, but there is AT&T service.