pin no. Nokia lumnia 900 AT&T?

I bought on ebay. I reside in ZAMBIA.When I put my ZAMBIAN AIRTEL or MTN sim,it is not registering.It says enter pin NO, 5  attempts remaining.How can I use this phone.Should I get a AT&T sim.  Will it work in ZAMBIA? How di I contact AT&t? Where can I get the pin No.from? how can AT&T help?PLEASE assist.