It sounds more like a Sony question, but since I use AT&T I thought I would post here as well. This is my second Sony Xperia mini pro sk17a U.S version. The first was the sk17i international version, had more luck with the first one. My current phone does not allow my sim to connect to the AT&T network and I get some #mm3 notification. I'm using pay as u go prepaid and I noticed that I have a similar issue with this phone as well, it only picks up "E" edge network. The phone is 3G and so is the sim, don't know what the problem is.
I had the exact same problem, and spent hours upon hours trying to fix it, so I know your pain. There's actually an extremely easy fix. If you can connect your phone towife and go to the marketplace/google play, download an app called tweakker. Make sure it's the one with 2 k's in the name, because there are a couple on there. It should say something like "Tweakker APN INTERNET MMS". It's so easy to use, it actually makes me angry that it took so long to find. Hope this helps you.