To change your starter team in HUT, you must first delete your HUT team (Hockey Ultimate Team > Extras > Delete team). Then you will need to change your favorite team (Customize > Favorite team) to the desired team, which in this case is the Penguins and create a new HUT team. Or, you could buy the approprate jersey and logo cards off of the HUT auction house (Trading > Search for item > Search type: Team information / League: NHL / Team: Pittsburgh).
