So here's an update. Turns out, even though I got the phone from Apple, and they said it was unlocked, it wasn't fully unlocked. It was unlocked one time, meaning once I activated to the carrier of my choice in my area (gave me the option for Rogers, Telus or Bell, I chose Telus), it became automatically locked to Telus network. Meaning the serial number and IMEI number were automatically sent to Apple's server (by Telus providing them the info) and it registered the phone as LOCKED to Telus. So it was unlocked, but they failed to mention to me that once I hook it up with a carrier, it would be locked to that carrier from there on in.
The Genius guys said they couldn't do anything about it, and Telus said they don't have the capabilities of unlocking it, but Apple can. Which is obvious that Apple didn't want to unlock it for me. However, I was given a tip that there are third parties that can unlock the phone for me. A friend of mine recommended me to a place, and sure enough, they were able to unlock the phone. It is now activated from Telus to Rogers. Cost me $60 though. But hey, the phone works on Rogers network now.
Side note: The only way an iPhone from Apple will be unlocked (or Apple will unlock for you) is if you PURCHASED it from them at full price. NOT an upgrade or replacement of your previous locked iPhone specific to your carrier. Meaning if I had bought the iP4 at full price from Apple, and hooked it up to Telus. Even though it gets locked to their network, if I brought it back to Apple, they will unlock for me to go to another carrier. Otherwise, they won't touch it.
Never believe everything tech people tell you, and always, always triple confirm everything you are told. Including getting them to document it in the system. So that if anything should happen in the future, there is a record of what was told to you. That is what I failed to do initially. So there was no record of Apple Care telling me I can move from carrier to carrier with the iPhone replacement without issues.