You can use whatever APN your SIM is tied to. In the sameple programs look at the config_me.h file and the APN setting. It only needs to be set once, though these programs set it every time the program runs.
A way to test it is to use the WNC Connection Manager linked it from the Getting Started Guide (Windows only). You can modify the APN profile to match your SIM.
If you don't have a different SIM, then you are limited to the m2m.com.attz APN.