Q: How can I change my APN settings on a recently factory unlocked AT&T iPhone 3gs?

I understand the steps to complete this and I can see how my question was not detailed enough.  I recently recieved a Factory Unlock on an AT&T iPhone 3gs.  Completed the steps and iTunes told me my phone was unlocked.  However when I go into General>Network>Cellular Data is there with only the on/off switch.  It is not clickable to go into the settings themselves to change them.  I am running iOS 5.1.1.  I guess I do not understand since the phone was Factory Unlocked, why I am not able to go into the Cellular Data Tab to change those settings, or am I missing something.