well if you want to use that phone on any other network you will have to unlock it. the best/hard way to unlock research via google and unlock it yourself. you will learn a lot but it may take you any where from few hours to few days and you may end up bricking your phone. The easy/costly way find a unlock shop near you and have them unlock it.

I have an iphone with AT&T and am moving to Bucharest and want to use this phone. Do I want to first unlock it? How?
Do I have to wait until I get to Bucharest to set up my new service? What is a good service to use?