Unlock Venue Pro

Has anyone had any luck unlocking their phone?  I bought mine outright, no contract, assuming that I could then unlock to use it on AT&T (four lines active, don't want to switch).  When I called to unlock it, the Dell rep said that the phone is not unlockable.  Another rep simply said that they couldn't find a way to do it.  I find that hard to believe that it can't be unlocked.  I know all about carrier exclusivity deals, but I'm not in contract.  Does anyone have any thoughts on this?  I'm about ready to return it -- pretty painful after waiting so long.