What retailer did you buy it from?
If you bought it from anyone other than directly from Apple, for example, Best Buy, Target, Walmart, etc, you did NOT buy an unlocked phone.
It can ONLY be activated using a US carrier. When it is activated it will lock to the carrier used to activate it. ONLY the carrier it is locked to can unlock it.
Did you activate it in the US at all? If so, contact the carrier you activated it on. They are the only ones who can unlock it.