Just recently I switch my mobile carrier from Rogers to WIND Mobile. Their Holiday Miracle plan was just to good to pass up - even paying the penalty to break my Rogers contract I will still save money in the long run. Anyway, once the number got transferred over, I didn't have a 3G connection, even after selecting the WIND Home APN.  After a bit of google, it seems that what I had to do is to setup an APN.  In case I can't find it later, here are the APN settings:

APNmms.WINDmobile.ca
Proxy<Not Set>
Port<Not Set>
Username<Not Set>
Password<Not Set>
Server<Not Set>
MMSChttp://mms.WINDmobile.ca
MMS proxy74.115.197.70
MMS port8080
MMC302
MNC490
Authentication type<Not set>
APN typemms

After setting this up, bingo, got my 3G connection going.