Can you send MMS? If not, your APN isn't set up correctly. Go to your nearest AT&T Device Support Center for help, or use
Name ATT Phone
APN phone
Proxy Not set
Port Not set
Username Not set
Password Not set
Server Not set
MMSC http://mmsc.mobile.att.net
MMS proxy proxy.mobile.att.net
MMS port 80
MCC 310
MNC 410
Authentication Type None
APN type default,mms,supl,hipri
APN protocol IPv4
Bearer Unspecified