Look in the network settings, or mobile data (which will be in network settings). I don't know the exact menu structure in the Rhyme, but it will be in there somewhere. You want the mode to be GSM/WCDMA Auto rather than GSM Only (which is 2G - WCDMA is 3G).
If that doesn't do it, talk to your network provider to ensure that your account has 3G enabled.
Note that you also need to turn mobile data on (also in the network settings) - 3G is the network mode, but you can use a 3G network for voice too, so data is a separate setting.