Bought Unlocked GSM iphone 4s and Straight Talk. How do I make it work?

I bought an iphone 4s from the apple store. it is supposed to be unlocked but i have seen AT&T in places in the phone. I bought a Straight Talk Sim card and installed it. I have talk and text, and can sync to my email as long as I am at home but the minute I leave my house it no longer will sync. I also am unable to get onto the internet or load iTunes or APP Store etc. Now I need help to make it work. Please help me someone, I know I am not the 1st with this issue but am being told to spend more money to get unlock software etc...