Never mind guys, I got it worked on my iPhone. For those who use iPhone 4 on Red Pocket, here what you have to do to get data, mms, and tether work on your phone. I looked up and found this on youtube, I followed the steps below and I got everything worked on my iPhone 4, I got these steps from http://youtu.be/8jGIfZtLDJE by the way, got to give someone credits for their work:
Open safari on your iPhone(got to have WiFi of course) and enter this link:
Press Custom APN
Enter APN: att.mvno
(No other variables needed)
Press Create Profile
This is free, quick and will let you surf the web on your device.
Now let's say you can Jailbreak your device and want to utilize the unlimited MMS picture messages you are allotted every month with the $50/$60 plans, next step:
1) Jailbreak your phone and go to the Cydia application
2) Press Manage/Sources then Edit/Add Source and enter: http://sinfuliphonerepo.com/
3) Press Search and enter TetherMe, add the application TetherMe, this version usually includes the TetherMe APN Editing Add-On, but add it as well if it's not in your version
4) Respring/restart your iPhone and go to Settings
5) In Settings, go to General/Network/Cellular Data Network
6) Enter these settings
MMS APN: att.mvno
MMS Proxy: wireless.cingular.com:80
MMS Max Message Size: 614400
MMS UA Prof URL: http://mmsc.cingular.com
Now you can surf the web and send MMS pictures whenever you want.
After followed these steps, I could use data on my iPhone, I could use mms, and more importantly a new tab which is Personal Hotspot tab appeared under Wi-Fi tab in Settings that lets you connect your iPhone to your computer for the computer to use data from the phone, and it worked flawlessly for me. Give it a try and confirm back if it worked for you too. Thanks all!