On ST website they specifically say you do NOT need an unlocked iPhone, as long as it's AT&T iphone.http://www.straighttalksim.com/support.php
I have an AT&T iPhone 4 and ran into the same problem. The're no way to do what they say, without going through some other steps that they tell you nothing about. I went through all that, and my iPhone still doesn't work with data.
I just switched my locked AT&T iPhone over to StraightTalk in order to save money. I ordered the micro-SIM from ST. It came in the mail and I installed it in my phone. I bought a month of ST, ported over my number from ATT, and the phone usage works great.
What doesn't work is the data. Wireless is fine, but when I try to use celluar data (with 3G turned On or Off, it doesn't matter), there is no data or Internet working.
I downloaded and installed the iPhone Configuration Utility (from Apple's site) and downloaded this mobiconfig:http://www.mediafire.com/file/pp3p0yb52 ... bileconfig
Once downloaded, with the config utility running, I double-clicked the file, It loaded right into the utility. Then the utility let me install it on my iPhone. On the iphone I was prompted to allow the config thing, and that worked. Everything seemed smooth and good. Only problem is, the data/Internet simply does not work.
When I launch Safari, I always get this error message:
"Could not activate cellular data network. PDP authentication failure." I called StraightTalk and they said to call Apple. I think Apple will not help me with this, since now I'm being subversive by switching from overprice AT&T.