You can use any kind of coffee with a cappucino maker ... the important thing is that it's ground extremely fine.
The "pre-ground for automatic drip coffee makers" from the grocery store will give poor results.
Most grocery stores now sell whole bean coffees that you can grind for yourself either at home (if you've got one) or in the store....
Personally, I get the best results with Starbucks whole bean coffees, usually their "bold" flavors like Sumatran or Cafe Verona....