If you are using your GigSky SIM card in the iPhone you normally use in your home country, then you may find that the APN doesn't reset to the correct value when you replace your domestic carrier's SIM card in the device. In other words, instead of changing to "fast.t-mobile.com" for T-Mobile in the US, for example, the APN stays set to "gigsky". This will prevent you from making a data connection to your domestic carrier's network.
If you have installed our configuration profile, remove it by going to:
Settings -> General -> Profiles
Select the GigSky profile and remove it. If you haven't already done so, insert your domestic carrier's SIM card into your iPhone, and go to:
Settings -> Cellular -> Cellular Data Network
Scroll to the bottom of that screen and tap the Reset Settings button. The APN should have now changed to the correct one for your local carrier.