If you have service at all with the new ST SIM card, then the phone isn't locked. If it were locked you wouldn't have voice or SMS.
To configure it for data (provided your ST plan includes it), use the following settings:
http://www.straighttalksim.com/support.php (*click on 'update data settings' and follow the instructions)
Don't call ATT since they aren't your carrier. ST is a Tracfone entity (MVNO) which is a reseller of ATT service ST should be able to support you online for sure, phone may be sketchy though. They would be the appropriate persons to deal with a data outage in your particular area. They would be able to check to see if ATT has a cell site down in your area if that's what the problem is and not simply bad configuration on your handset.
i have an att phone but have recently purchased a straight talk sim to ativate it under straight talk carrier...however everythiNg works but the internet and no one will help me... att says its not there place straight talk says its atts place and evey where else says straight talk...dont understand much about the whole ''locked'' thing...please help any ideas on what to do...it is model number GW370...