1) Doesn't hurt to ask them to unlock it. Might have to call a few times, but they should be able to do this for you.
2) Buy the World Traveler call plan. It is $6, but makes calls significantly cheaper with it. Also, turn your data off and go off any WiFi you can find. Unless your company pays for data, the rate ATT charges for a small chunk just isn't worth the cost.
3) Buy a throw away phone for wherever you're going. Usually, this is a cheap alternative.