First lets side load Amazon App Store
Goto Download.com and download Android Injector
Once you have downloaded and installed Android Inject from the above link
Then download the amazon apk from here Amazon Appstore APK file to your desktop or downloads directory.
Connect your phone via USB to your pc, launch android injector, and install the amazon apk.
However if you then try to run the Amazon Appstore you will run into the same problem as when you attempted install the amazon apk.
So go here, and read my blog on shell root access for enabling non approved apps on your AT&T Android phone