If you want to use docomo SIM in your at&t iphone - you have to unlock it first. Unlocking is not for everyone, it is a long painful process and you need to unlock after every OS update. I'd suggest you get international iPhone sim card.
A friend of mine used in his *LOCKED* AT&T iPhone international sim card from these guys - iphone****.com which is said to work in 140 countries and is pretty cheap.