Not sure I can help, but it could be that AT&T have set up their hotpots so that they cannot be used for downloads to phones provided by competitors. If you get a download only when you have a TMob cell connection, then that download may be coming from that cell connection rather than the AT&T hotspot. After all the original idea behind these hot spots is that they were to be used by computers which did not have cell phone capability rather than cell phones that did.
The irony is that when you do get a good cell data connection the Sensation can work very well as a wifi spot itself. That is if your carrier allows tethering, which I know some US carriers do not.
HTC Sensation (O2 UK)