I have heard there are problems with the card (or SIM) not being provisioned for international data roaming. It is something that is painful for them to admit... I would keep askign the question. To test it, take the SIM out and try it in a phone.... if it registers on a network, it is provisioned.

Sometimes I think no one knows how GSM/EDGE/etc.... works outside the US (the phone companys are the no-ones I am talking about).. good luck...