Yes,You can do it,
If you want to use AT&T plan on your iPhone,Your iPhone must be unlocked one.If it's locked to rogers means,you will need to unlock it.For iPhone unlocking you can approach your service provider or else try to buy an unlocking service from any one of the online vendor like Wickedunlock.com Here you can unlock your phone using Remote unlocking method.It's one of the best and secure way to unlock your iPhone without jailbreaking.