Without a data package, it is my understanding that you can not access the browser. On the 9530, there is no WIFI capability, so you need not beat yourself up trying to make that happen. As far as your network settings, you should be able to change them by selecting options/mobile network and select the GSM or whichever network you are on with AT&T. This should be in a drop down menu (which, at this time probably says 1XEV). If this doesn't help, we'll try another avenue or seek help from another help team member.
Have you ever wondered why things intended to make our lives simpler keep getting more complicated to use?