Automated APN Setup for MR1100

Why does the APN need to be set for the MR1100, but it does not need to be set for a mobile phone like an iPhone?

Is there a way to automate the APN setting so that it does this itself?  Is there a global list of APNs for USA and Europe?

When I switch SIM cards I always need to go and change this manually.  I think this is the kind of thing that should be done automatically by the device.  It would be a huge convenience.