I accidentally deleted my Cingular/AT&T 8125 cell phone settings for connecting to the cell phone data network.  To fix it, I

  1. Went to start -> settings
  2. Connections tab -> Connections
  3. Add a new modem connection
  4. Set the number to “wap.cingular,” the username to WAP@CINGULARGPRS.COM, and the password to CINGULAR1
  5. Done

It’s easy!  Also by deleting all my data settings my phone will no longer try to “dial” a phone number that never works when it tries to connect.