UPDATE: Nokia has acknowledged this problem and is moving to fix it. More information is available in this article:
Forum posts around the internet (and especially at Nokia’s Support Discussions forum) indicate that a number of customers are experiencing an issue in which they initially have a data connection, but cannot reconnect after severing the connection by turning the phone off or placing it in airplane mode. There seems to be a fix that works for some users, where removing the SIM card, performing a hard reset, shutting the phone off, re-inserting the card, and turning it back on restores a data connection, but it doesn’t seem to work for everyone.
This is not an issue that is affecting Lumia 900s across the board, but it’s still a serious issue. AT&T has yet to issue any sort of official response to the problem, but we’ll be sure to let you know if they do.