With 'Custom Provider' selected, you to use the below Init String, replacing the 'isp.cingular' with the APN that was supplied by your carrier:
'' AT&C1 OK AT+CGDCONT=1,\042IP\042,\042isp.cingular\042 OK \c
Also, fill in any of the username and password information, including a SIM PIN number, if those values were given by your carrier. You should leave the Dial String alone. If using this Init String and filling in the values required by your carrier does not get you a cellular connection, you will want to open a support case with Tech Support, as there are way to many variables to troubleshoot over the Support Forum.