Sony Ericsson W710i...locked/unlock codes?

I purchased a SE W710i cell phone on ebay.
The phone was listed as working with AT&T, but when I put my Sim Card in, it gives the message "Insert Correct Sim Card". The phone has a SunCom logo on it.
I am assuming this means the phone is locked and is not usable with AT&T.
Am I correct?
How would I go about getting the phone unlocked? Does anyone know how?
Has anyone ever purchased an unlock code online, and do these work?
Any help would be greatly appreciated.

Well SumCom got bought out by T-Mobile, so I would recommend contacting T-Mobile customer service 1-800-937-899
Explain the situation to them, they may offer you the unlock code for free over the phone. I know AT&T does this on phones that are out of contract and that haven't been reported lost/stolen.

Yes, there are services out there that can provide the unlock code as a charge, and I know of a few, but won't post their names / contact information on here due to possible forum rules.

Try the T-Mobile approach first.

Thanks for the help. I tried calling T-Mobile as suggested, but that rep said that I would need to get the unlock code from Sony Ericsson. He sent me to a SE Rep. The Sony Rep said that the phone would have to be unlocked by T-Mobile because the phones are locked by the service providers. Called T-Mobile back and went thru all the automated to get to another rep---then the call was disconnected.

I then went online and put all my info into a form to see if my phone could be unlock. I received a reply that it could be and to proceed to check out. Paid for the service immediatedly by Paypal. Finally got an e-mail about 24 hrs later to download a file to unlock my phone. Downloaded the software-pulled up the instructions and tried to unlock the phone. Got the error message:
time out, may be try again?Unknown phone, that's an error.

There were also instructions to flash the phone-but although I googled this and it sounded like this might be what I should try-the instructions I received with the software weren't very clear. I have e-mailed the unlock service's customer support 3 times -but get no reply.

Any help on what i should try next would be greatly appreciated.