internet on iPhone

So this might be a stupid question but I cannot find the answer on the web and its bugging me!

I just bought an iphone and I had a blackberry previously. On my blackberry I could go on the internet anywhere because it connects you through your phone connection, not a wireless connection. WELL this was a great feature! If i needed a number or directions in the car in the middle of no where, I could do this on my blackberry. Well I cant seem to do this on the iphone and if this is really the case and the iphone does not come accustomed with this feature... I am going to be a very unhappy customer! Why would they ever do this? So if someone can clear this up, or if I can do this and I just need to do something differently, that would be greatly appreciated. And on my blackberry, I would get emails anytime as well. I didn't need a wireless connection to recieve them. Cant do this with the iphone either.

Hopefully someone can make me happy and tell me im silly and its just a setting. If not, im sooo angry!! Thanks guys

You most certainly CAN access the Internet over AT&T's network. In fact, it even has a name: EDGE.

It's weird that it isn't working for you, it worked right out of the box for me. Perhaps you might want to try restoring the phone (be sure to sync it first to backup all of your settings). If that doesn't fix it, then you might have a defective device on your hands.

I was having some glitching going on... wasn't receiving voicemail and wasn't connecting to the internet and the ipod would just stop and go back to home screen. i called at&t and they said i might need to update. i updated and i got all my voicemails and things were working more smooth. havent tried the internet yet since im in a house with wireless but hopefully it will work! Thanks for the great news!! i was soo worried that apple forgot something

You know you could always just turn off the Wi-Fi to test out the EDGE connection. Go to Settings and tap on Wi-Fi and move the slider to Off. When you've tested out the EDGE network and are satisfied that it works, just go back to Settings and turn it back on.