Heh. That's how easy it USUALLY is, yes. This forum's usually for all the exception cases where things DON'T go according to plan... but always nice to hear when things go right!
Just make sure when you cancel with ATT, you just let them know you've switched providers so you want them to stop billing you for DSL (so they're aware that you ARE still getting DSL, just not with them). Make sure not to disconnect the phone line itself!