if you have an AT&T sim in it be sure to connect it to the pc and then run iTunes
your mobile will be activated then.
after that go to settings>general>about and check the firmware version
if its below 3.10.1 its unlockable using ultrasn0w.
if not you have 3 options;
1. buy a gevey sim online (google for what it is)
2. go to iphone technologies - wellawatta (they can factory unlock it for you)
3. keep your i4 as an ipod until dev team releases an unlock
for me im sticking with option 3 for the moment lol