You can hook up data if you are running iOS 5 on your iPhone 4 or 4s in a coupe of easy steps.
1 . You need to get this file onto your phone. The easiest way is either transferring it through iTunes, or by emailing it to yourself and picking it up via e-mail over Wi-Fi.
2. Once you have managed that, open the file and it will install a Skinny profile in the settings on the phone.
3. This sets up the skinny APN (Access Point Name) and you are good to go. If you decide to back-track and want to remove it, hit up Settings / General / Profile, select the Skinny profile and delete it.