Wow, just did the very thing last week. Called and the first person that answered did the deed without question. Be careful to call Directv and not the general AT&T number I think. I have been doing the service change for many years now. Usually ...
I helped a friend with this very problem a few years ago. His problem was connecting an RG6 cable to a RG59 cable with such a coupling. Since one has a larger diameter pin it was not making good contact. A long piece of RG6 with no connections fix...