it may depend on where you are, because some areas may not have GSM phone service (they use CDMA and GSM in USA as far as I know).
Are you in same location as before ? What was the other phone (which worked with that SIM), please ?
Might be able to work out from GSMarena.com what the difference is...
UK uses 900, 1800 and 2100 MHz bands. Voda/O2 use 900, T-Mob/Orange use 1800.
3G data services are on 2100 MHz and possibly other bands.
When you see phones marked 'Dual band' 'Triband' and 'Quadband' it refers to the number of these different frequency bands they operate on (so a Quad band phone has more likelihood of working abroad than dualband, for example, though when Orange and T-Mobile started up in the 90s, some parts of Europe already had 1800 MHz services so they were easily used in Germany for example).
PS I'm no expert on mobiles but just take a fairly keen interest, so apologies if I'm wrong. Wikipedia may have more info on the specifics of networks for mobiles in USA, and differences between USA and Europe.
I had this when I took my wildfire to US earlier this year. I had not long since changed providers so it may not be the same. Anyway when I tried to manually set it up to use AT&T or T-mobile USA it said my sim card was not set up to do that and I had to get Virgin to change something at their end (took a disproportionately long time for them to sort it of course!). Try connecting manually (ie as opposed to it automatically finding the nearest network) and see what it says.
I'm in the same location as before (DC). I've previously had Sony Ericsson and LG phones out here with no problem.
I have actually received some text messages, but I still can't send any. And I've managed to connect it to the wireless, so when I'm at home I can at least send emails to DH, and I'm going to try skype on it.
I think it must be something like Polgara said and I'll need to contact Three. So I'll try to get by for this trip and then sort it out with them when I get home.