A couple thoughts, to help narrow down the potential issue.
* What phone make/model are you using? The US uses different frequencies to Australia for their mobile networks.
* Are you abe to connect to a provider network? You may have to enable "Automatic network selection" and also ensure you do not have any roam ing setting within the phone disabled.
* Are you aware that roaming data will consume $3 per MB (so for $30, you will only have 10MB worth of data)? Calls made/received will also be $3 per minute.
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