re: How can I unlock AT&T Lumia 920?
For all intents and purposes that phone is now a brick to you. (unless it came with an unlock code)
AT&T has locked down unlocking and you can try to get it unlocked from a third party, but be prepared to pay.
If that fails, you're up the creek. Return it, get a factory unlocked device or one from a carrier that is more consumer-friendly.