The following directions apply to all custom APN settings, this specific directional references AT&T just for informational purposes. The navigation is the same for all APN's the data entered is different.
Log into the router after connecting to the wifi or ethernet by typing in 192.168.1.1 into a webpage address bar.
The username and password are whatever has been set already after normal setup.
After log in, navigate to the menu option Network>Mobile>Mobile Configuration
Save the changes and wait for the device to configure then try opening a webpage to browse.