Hi. Not sure if you've received an answer to your problem or not but I too just purchased the HTC Pro from eBay and although my carrier is T-Mobile I ran across a lot of sellers posting the following regarding the HTC Touch Pro & AT&T compatability during my research:
"AT&T customers should be carefull when purchasing a Tri Band phone because the Tri Band phones we provide do not offer support for the 850mhz GSM Frequency Band. Our Tri Band phones work on GSM 900 / 1800 / 1900 and although AT&T does offer 1900mhz in some areas, It’s the buyer's responsibility to call their Network providers customer service and ask them if the 1900mhz frequency band is fully supported. It’s the Buyer responsibility to verify this before the actual purchase and we will not accept any return due to weak reception due to your Network provider not fully supporting 1900mhz."
And.....
"Does this phone Support 3G HSPDA IN USA?
A: High Speed Internet for North America Carriers like AT&T Or ROGERS Operate on 850/1900 mhz. Buyer must check the Specification if 3G/HSPDA does not say 850/1900 mhz. This means the phone will not support 3G but will still support EDGE/GSM in USA. If it states (2100/900 MHz), this is for Europe only. Fido customers can operate 3G via Rogers 3G Network in most major cities (Extra charges may apply to use the 3G Network or you may have to add this option to your plan.) As of October 1st 2008 T Mobile is expected to roll out their 3G Network using the 1700/2100MHZ bands available in 28 select major cities. There is no guarantee's that their 3G will be working in your area and you should contact T Mobile to confirm its availability for you."
I don't know if this helps answer your question, but I hope so.