Go to: >Settings >Wireless and network settings >Mobile Networks
..and make sure Data enabled and Data roaming are checked. However if you are roaming on AT&T, you will not get "3G" as the G2x does not have 3G radios for AT&T. At best, you will get "Edge/2G" speeds. This from someone who got their phone unlocked and has AT&T account, and their T-Mobile branded Motorola Defy working on AT&T's 3G.