Rukbat, right answer, wrong reason, more or less...
xmguy1, you can put an AT&T SIM in your phone and it will operate on AT&T's GSM & UMTS channels as long as they are in the operating range that the phone is hard coded to operate on (850 & 1900).
When a manufacture sends a phone to the FCC for approval for use the FCC authorizes it to operate on specific frequency bands. At the very least you would need to have some very secret factory tools to change the frequency bands, more likely though the components are not capable of operating on AT&T's 700 MHz allocation. You would also need to know some proprietary information to be able to set this up.
The phone works great on AT&T, HSPA speed around here is on par with VZW's LTE. I have a grandfathered unlimited plan right now, so I'm staying with Verizon. If something happens to that then me and my Commando will be headed to AIO Wireless more than likely.