Two links for you:
https://www.airvoicewireless.com/SupportIphone.aspxhttps://www.apple.com/support/iphone/enterprise/I've heard of issues with some unlocked AT&T iPhone 4 models even when unlocked not showing the network settings with an Airvoice SIM card installed. You've got a couple ways around that...
1) Stick in a T-Mobile based SIM card of some variety to ensure it's carrier unlocked, and also see if you can access the network settings so you can change it that way.
2) Use the iPhone Configuration Utility from that second link to push the settings manually from your desktop.
There's technically a third option that I'm sure someone might link and suggest (as it has in the past), but it requires offloading far more trust onto a blind process via a third party website than most users should be willing to do. It's really no harder to do through the Apple utility, and you gain a bit extra understanding about how to manage your device in the process.