Apple sold me an unlockd iphone4 but it wasnt true my phone locked Help

Hi every one !
First of all, sorry for my english it isnt good enought¡
My name is ernst and I live by now in Mexico City but Im going to move to another country soon. So thats why I was really interested in a unlocked iphone. I made a travel to US the last week in order to get one.
Once I get there, I made a call to UTSs Apple Store for asking if they still having iphone 4 but the unlocked one and they confirmed it.
I was there since September 15th and that day I went to UTCs Apple Store in San Diego, CA. and I bought it.
Now Im in Mexico City and Ive put a new microSIM Card, and you know what? it doesnt work !!
Mary the girl who attended me in Apple Store, sold me this as the unlocked one for 780 dlls. because the regular one was cheaper.
I called to Customer Service here in Mexico and they cannot do anything because the iphone was sold in US, diving into the appless web page I couldnt find any email or chat for this kind of issues.
Im really up-set because I expended a lot of money to get the iphone4 and they sold me the regular iphone with a price of the unlocked one !!
I want and Apples solution. I want to get what I paid for, this is not fair!!
HP Pavilon DV5