The correct combo is volume up and down and power (at the same time), when the AT&T spash screen appears for the second time let go of only the power button and you should see the recovery menu. If you can not get to the recovery menu using the key combo, this is the only key combo for Captivate, the other combo is for a different Samsung phone, do not do any modifying to your phone, take it back to AT&T and swap it for one that has the button combo or you risk bricking your phone. There are a batch of phones made about mid August that do not have the key combos. Without being able to use the key combo to get into recovery or download mode, you will eventually brick during modding. There are a lot of people that have had to get there phones replaced because they couldn't boot into recovery or download mode.