I bought an iphone 4s and I'm having problems?

I bought it a few days ago and they said it was unlocked. And it turned out to be locked to an Australian carrier. Yet I do not know what it is. How can I find out what it is without taking it to the shops?
It is still in the setup stages and I can't even go to settings.
Please help!

Added (1). And if you get any funny ideas. I bought this legally From a Phone shop in Melbourne

Jailbreak it using iTunes and the proper jailbreak tool. Itunes will tell you which software version is on you iPhone, then google for the right jailbreak software.
Example: http://evasi0n.com/

Or take it back to the shop and demand your money back?

Call free +1-800-694-7466 ( press 0 ) from Skype to find out to what network is your phone locked, or can verify using an website like this for free http://iphoneimei.info

Hi, in order to check the simlock status of your phone, try either calling Apple or try one of the free IMEI checkers or paid ones. The paid ones provide more information, you would also receive info about the original carrier and so. Which is vital for the unlock procedure itself.