I will make a guess here you are talking about a connection that uses the cellphone network rather than a some form of physical cable into your house with a ATT "WiFi" router on it.
If you are using a USB based solution or other device that plugs directly into your PC you more than likely have a driver setting problem. You must install the software they provided since the drivers are not built in for win xp. Be careful to follow their instruction exactly, these tend to be fussy devices that are not real obvious how to configure sometimes.
If you are using one of their wireless hotspot things you will need to read their instructions how to configure these. They have a couple models and I forget exactly how you get into them.