If you bought it directly from Amazon, you can call them and ask for the unlock code (not sure if they'll give it to you, but it's worth a try). AT&T will usually unlock the phones as long as you've completed your 2-year contract. If you bought it from AT&T then you may have more difficulty, because they require that you have had an AT&T account in good standing for at least 6 months before they will unlock a phone (even if you buy the phone without a contract). Your best bet there is to find a friend with AT&T service and ask them to take it to the store to unlock.
If they give you trouble, you might ask them "what if I am going to travel internationally?" - Sometimes unlock code are given out to people who will be traveling internationally so that they can avoid roaming charges by purchasing pre-paid SIMs where they travel.
If any of these methods work for you, let us know. I am considering purchasing one myself.