How do I change the default APN

[jwschull]

If I issue the following command:
AT+CSTT?
I get
+CSTT:"CMNET","",""

I think I need to change it to an AT&T network: "broadband"

When I issue the following command I get an ERROR

AT+CSTT="broadband","",""

So my question is, why doesn't this command work? Is there something I need to do to unlock the board so that I can write to it?

BTW, I have a GPRS Arduino Shield V 1.0