Unhappy [Q]

I am from Dubai. I recently bought an unlocked at&t optimus g pro e980.
When I am trying to update, I am getting the message 'mobile not registered yet'.
I registered the mobile with LG, USA.
The phone has active a SIM card from local carrier. I do not have AT&T Sim card.
The phone is on 10P versoin.
How to register it?
Any problems if I changed to Cyanogenmod?
Sorry for the many questoins I raised.
Thanks.