After upgrading to iOS 3.x or iOS 4 or later you may be unable to use some Cellular Data Network services, such as:

Cellular Data connection for Internet services
Visual Voicemail
MMS (Multimedia Messaging Service)
Internet tethering

You may also see this error message: "Could not activate cellular data network: You are not subscribed to a cellular data service". This can happen if you edited the Cellular Data Network settings—the APN (Access Point Name) details—either manually or with the iPhone Configuration Utility prior to installing iOS 3.
Note: This issue does not affect phone services (making and receiving calls or sending and receiving SMS messages).

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