How to get iPhone bought from Orange Carrier in France to work in US?

Hi, I got an iPhone as a gift from France. The company in France says all I have to do once I get the phone (shipped to me) is to activate the iPhone on the computer and then plug in my American sim card (AT&T). I do this, and my phone still doesn't work (no service). I have heard that unlocking the phone might do the trick, but to unlock the phone using blackra1n, you need internet to complete the unlocking process and like I said, at the moment I have no service on the iPhone. Does anyone have any suggestions? Anything (appropriate) at all is appreciated.
 
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