After reading several post on xda and other forums about this phone, I found this thread: http://forum.xda-developers.com/show....php?t=2514607 and done the steps described in these posts. I guess (tried with a T-Mobile not active Sim) I was able to unlock the phone; before doing this method I was getting the message "enter network lock key" when inserting the T-mobile SimCard, after that the phone just boot-up normally without asking for the network key again. I said that I "guess" the phone is unlock because I can't be 100% sure because the SIM card is not active (old one). I will try with an active SIM card and update the info.
In any case I am not responsible for any damages that this method could do to your phone, and I'm not affiliated in any way with the developer of the app.
Please read the posts provided about this thread before trying this method.
Samsung Galaxy S4 Active (I537) AT&T
Note: Before trying the unlock method I inserted a Straight Talk (AT&T compatible Sim card active) and worked like a charm, so if you're using Straight Talk (AT&T compatible Sim) you don't need to unlock the phone.
Update: I tested the unlock with an active T-Mobile SIM and worked perfect
If you can't access Service Mode try using SamIOTA app in playstore, worked for me! (tip: tap on the two options for several times and it will access the app!)