AT&T Messages setup not complete on the Note 2

Hi, I just came over from T-Mobile to AT&T about a mont ago. I bought the Samsung Galaxy Note 2. I love this phone. I am just having an issue getting the AT&T Messages app to set up properly. It keeps coming back

"AT&T Messages setup not complete" and to check the following:

• Check that you have network coverage. I have 4G-LTE and 3-4 signal bars
• Check settings to be sure that mobile data is turned on. I have Data ON...that I can tell.
• Tap Retry. Did this 15 times.

I have my WiFi off and I have been in the 4G-LTE service area and it just won't set up. I have uninstalled the updates, restarted phone and tried again, but had to install the updates in order to go forward. I have called tech support and to see if I am not able to install this due to my account type or something, but they don't see anything to agree with that on. They can't see why it won't set up...Does anyone have any ideas here? or did anyone else have the same issue?