Well, since you in g2x I'm gonna assume your using t mobile. In that case try this for APN:
Name: T-Mobile Data (or T-Mobile US)
Proxy: <Not set>
Port: <Not set>
Username: <Not set>
Password: <Not set>
Server: <Not set>
MMS proxy: <Not set>
MMS port: <Not set>
MMS protocol: WAP 2.0
Authentication type: <Not set>
APN type: default,supl,admin,dun,mms
Note: Using <Not set> instead of the above works if there are no other APNs that conflict.
Press the Menu key.
Verify that you only have one T-Mobile Data (or T-Mobile US) connection listed.
If for some reason you still can't connect, then I would suggest getting a new phone because 9 times out 10 its something with the hardware or a missing file in your phone that prevents it from connecting to the server.