Originally Posted by Unforgiven
See how the signal bars are grey, that indicates that there is no data connection. That's why you cannot get messages or anything but can still call. I think AT&T is your only option as I don't think the problem is with your phone.
Just a follow up, you aren't using anything like tasker to change settings based on where your are located, are you?
No, I'm not using a tasker or anything like that. My problem includes calling though. The only thing my phone can do right now is connect to wifi.