1. Turn off your phone and take out your sim card.
2. Turn on your phone with no sim card and wait a minute or two for it to turn on and settle down.
3. Go to the dialer and dial *#2263#
You should see a menu with band selections. The current setting is "Automatic".
(You have to use the menu key to select your options by using "Key Input" to type the number you want)
If you switch to "GSM All", you will be EDGE (2G).
If you switch to "WCDMA All", you will be on HSPA+ (3G, though AT&T and others call it 4G).
4) Power off the phone again and put your sim card back. Upon reboot you should see your new setting in effect.