How to unlock iphone bought in a plan on another country?

In the case of my Iphone 4 purchased on a plan on a foreign country (Chile with the Entel carrier) I have ended my contract and moved to San Francisco. I have reuested to Entel to unlock it and they claim they contact Apple and the phone should be go to use with another sim via itunes. I tried and the phone is still locked. Is there a way to unlocking the phone once you leave the country or purchase?? please help, thanks Francisca