How do I unlock my phone?

I and my iPhone 4S are from America, but I moved to Australia. I was told that it would come "global ready" which meant we wouldn't have jailbreak/unlock it, however when I put in a new SIM card, the iPhone told me it needed to be unlocked. I hooked it up to iTunes and it's also telling me the same thing. What do I do? We bought the iPhone 4S specifically for it's unlocked state...