I removed it
I'm not sure about FAN when using two different phones. I had a FAN through my employer. But since my wife and I each have an iPhone on family talk, the FAN did nothing for us anyway. I also kept getting the Premier Store, but within minutes of calling and removing the FAN, I was able to upgrade my wife's 2G to 3GS (I'm keeping my 3G until iPhone 4).
But again, the FAN did us no good anyway. To avoid having your discounted rates go up, be patient and buy the 3GS in person.
Given this is the third way Apple and AT&T has released the iPhone, it appears they are learning from past mistakes. Remembering last year's debacle, that's probably why they decided to release 3.0 and 3GS two days apart. The FAN appears to be an issue, and I'm sure some more problems will creep up. I'm sure all of that will be fixed for the 4.0 release.
It's a learning experience. No other phone causes this much hassle for the carrier or the manufacturer upon release. Be patient.