How to use a Iphone 4 in other country?

Hi,

When I live in US, I buy my iphone 4 (without contract) i paid full price in AppleStore in Briarwood ... but never realise that the iphone i lock to the at&t, because i already have sim card from this operator . I understand that, when i moved to the other country and put the local sim.

I sill keep the invoice (02.03.2011), and ... I don't what to do. please, If someone have that situation,... help!