Call AT&T back. You'll talk to someone else and get a different story.
You never get the same answer twice. Keep calling until you get the one you want.
Meanwhile, the answer you need is that the Microcell doesn't do anything tremendously exotic that any reasonable NAT router wouldn't handle properly by default. It asks for a DHCP lease, does standard DNS querying, opens a single HTTP over SSL connection, does NTP over port 123, and does IPSEC tunneling over UDP exactly like a run of the mill L2TP VPN connection.