Did you buy the phone from AT&T? You can tell using the model numbers you can find in settings. I'm not sure what they are but a quick Bing/Google should give you what you need. Manufacturers assign different model numbers to the same phone depending on their regions because the radios are different, etc. If the phone is an AT&T model, it will be locked to AT&T. But if you're a long time AT&T customer they can provide you with an unlock code to manually unlock your phone.