I have an ATT phone and an ATT SIM with ST. They no longer sell the ATT SIMs but they do sell T-mobile SIMs that work in unlocked ATT phones.
True - what I was speaking-of (and I think OP, too), is the actual iPhone that Walmart sells, is made specifically for Straight Talk, which means it should be ready to activate with no hiccups.
The main difference between your iPhone and the ones Walmart sells (besides networks, which can be significant in itself) is that you most likely had to tinker with your phone a bit to get everything working?