Best thing to do, if possible, is to restore the iPhone in iTunes.
If it's unlocked, you'll get the message in iTunes "Congratulations. Your iPhone has been unlocked."
You may also be able to call AppleCare, provide them with the iPhone's serial number (Settings -> General -> About) and ask them what activation profile your iPhone has on it or will have on it once you restore the iPhone.
Confirm that on http://support.apple.com/kb/HT1937 your carrier offers authorized unlocking.