Even without restarting, the chances are very good that within 24 hours you will lose the data connection again and be back to square one. Hate to be the bearer of bad news but I had the same experience. Left it on all night and by the morning the data connection was not working again.
If you add the apn, you should be fine and the data should stick.
Has this not worked for anyone? So far everyone I know that has tried has a fixed problem, even it the sim card is SUPPOSED to have one already programmed. This is still a very easy fix.