I got an international version of the Nokia Lumia 820 I couldn’t find a place to put in the APN for my provider. After much searching and much sweating I found out how to edit the settings.
The new way to do it is:
Choose “Settings” go all they way to bottom, than choose “Access Point”, choose “Add”, than you can edit your APN!
Once you are done hit the check button and your settings should be complete. If it should save it automatically as your default internet data. Make sure your “Network Selection” is set under automatic under the cellular settings. Settings > Network Selection > Automatic
Hope this helps anyone out that faced the same problem I had.