In my opinion, consider returning your phone. You spent a lot of money on it, and Apple doesn't intend for you to unlock it. Even if I'm the only one giving you good, solid, honest advice... I would take it. If the iPhone isn't available on your carrier, using a limited firmware hack, is a very risky proposition. Imagine something going wrong, and your phone stops working. Apple has excellent customer support, but not for you and your hacked phone.
~ CB