What's with the PDP Authentication Failure when connecting iPhone 4 to a cellular network?
There have been a lot of different attempts to fix this general error in different ways. Some of these may work for you.


Remove the SIM card from iPhone 3G, turn off the phone, reboot, then reinsert the sim card and wait an hour or two.
Go to Settings -> General -> Reset -> Reset Network Settings on your phone to reset the network setting on the iPhone.
Change SIM Card 
if nothing else works, call AT&amp;T and have them reset your number.