Received replacement phone from Apple, shoud I call Apple to unlock?

I originally purchased an iphone 4 through Fido with a three year contract. However, the iphone I received did not work properly. Luckily, I had purchased Apple Care and therfefore was able to receive a replacement phone from apple store.

Recently, I have moved from Canada to the US and therefore had to cancel my contract with Fido. I paid out Fido for cancelling my contract a year early.

I am interested in keeping the same iphone and setting up services with AT&T.

Originally I called Fido to request that they unlock my phone. Fido advised that since Apple provided me with the replacement phone I should contact Apple to unlock my phone.

I contacted AT&T and they said that I should also contact Apple.

How should I go about contacting Apple regarding unlocking the phone? Will I be charged to unlock the phone? Can I do this instores or must I call Apple's customer service?

Thank you in advance for your help.