Do you have your APN setup correctly?

Settings -> Wireless & Networks -> Mobile Networks -> Access Point Names.

Not sure what Tmobile's settings are, you'd probably need to find out from them.

 

If you go into the dialer app, do *#*#4636#*#* then in the menu, select phone information, scroll down to the bottom of the page, does it say "WCDMA preferred"?

 

Do you have the network mode as "GSM/WCDMA auto" selected? or any other option?

 

Have you installed an existing (old) SIM into the phone? If so, it might not be 3G enabled.

I've just been through the maze with Tesco Mobile. Two Samsung Galaxy Minis (returned) and now the HTC Wilfire S all failed to get a 3G connection with about five different SIM cards. I had the handset unlocked, installed an O2 SIM and got 3G/HSDPA straight away. I'd suspect your SIM card as the source of the problem.

 

So were mine, but they still didn't work with 3G.

 

i dont know if you know but H is faster than 3G, HSDPA is classed as 3.5G so if you are getting H then dont worry its running at its fastest.

 

This might sound daft, but if you are with T-Mobile is your phone connecting to the T-Mobile network? T-Mobile customers can share the Orange signal which helps improve coverage but when roaming on to Orange you'll only get a 2G signal. Catches me out now and again that one.