Yes, it will simply work. No configuring necessary. The BIS on AT&T includes full MEdia Net privileges so you're good to go by simply inserting the SIM card. I do this all the time, swapping from my BlackBerry Bold to a Treo 680, 750, Moto RAZR2, and a handful of Nokia phones.
The one case I know of where this will not work is with the iPhone. Because iPhones have their own unique plans, just like BlackBerrys have BlackBerry data plans, the two are not compatible. To switch off with an iPhone you need to call AT&T each time and have them switch the data plan on your account from BlackBerry to iPhone, and back again when you swap back. Pain in the arse, which gives me yet another reason not to get involved with the iPhone. Like I really needed any in the first place!
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