AT&T allows some customers to "unlock" their phones. This allows the use of a SIM card from a different provider (for example, VodaFone) while traveling. (It also allows you to use the phone with another GSM provider in the US after your AT&T contract is finished, which is one reason AT&T and other carriers lock the phones they subsidize.)
I don't know exactly what makes a customer "eligible" to have a phone unlocked, but I suspect that you have to have made several payments on time and be in good standing. When I am under a new contract with a subsidized phone I typically wait a few months (in this case, about 6) before calling in to ask to have my phone unlocked. I've had T-Mobile unlock three phones (under 2 different contracts) for me in the past, but this was the first time I tried it with AT&T.
I suspect that AT&T has an official policy of making it difficult to unlock your phone. Here is my experience:
The 
This is a list of the J2ME applications that I use and like. To make the list they have to be free to use and not have annoying advertising (open source is also a plus).
