I have the same issue.
For those that that have responded to your question and don't know, you can now add your iPad to your existing AT&T data plan if you have the shared family data plan. It's cheaper since it's only $10/month to add the device to share your data plan vice paying somthing like $30/month for 3GB (or whatever level you need).
I was told by an AT&T employee that there are several ways to accomplish this.
1. Call AT&T
2. Do it online at ATT.com (I tried this but their website is down for maintenance)
3. Do it on the iPad (which is what you and I are trying to do).
I have no idea why after entering the passcode and then trying to enter the last 4 of your SSN that the passcode disappears. Or conversely, if you enter the last 4 of your SSN, then go to the passcode field, that the SSN disappears. So when you try to continue you get the please enter valid data message. Seems like a bug in the system.