I read a bit about the "Horizon fuel cell kit." The way I understand it, you will first conduct the electrolysis of water to generate some hydrogen and then use the hydrogen to power the fuel cell. For the fuel cell to work, the hydrogen is delivered to the anode side and is catalytically split into protons and electrons.
According to wikipedia (http://en.wikipedia.org/wiki/Proton_exc ... _fuel_cell
"Splitting of the hydrogen molecule is relatively easy by using a platinum catalyst. ... One promising catalyst that uses far less expensive materials—iron, nitrogen, and carbon—has long been known to promote the necessary reactions, but at rates that are far too slow to be practical."
So, it looks like that the anode has to be able to catalyze the hydrogen, and not all materials will work. Your experiment will help you understand what materials work.
Also, remember to follow lab safety rules and read all the safety instructions that come with the fuel cell kit to make sure it is safe to open up the fuel cell and replace the anode and cathode. Make sure to have an adult supervise you, too.