You most likely have an unlocked phone because if you bought it through the carrier or authorized dealer they would have that information. Hope is not lost though!
You can try and try to hit # 0 6 # on your phone's keypad (clear screen first). If that doesn't work turn off the phone, remove the battery, and you'll usually find it (labeled IMEI). It should be 15 numbers only and it will look completely random: 649874164516541.Although, sometimes it doesn't do any good to report a phone lost or stolen on a GSM Network (AT&T, T-mobile, or any SIM Card based phone) because the (intelligent

) thief can just take out the SIM card, flash or unlock the phone, and put in a new one. The IMEI number basically works in combination with the IMSI number, which is also on the SIM card. The IMSI number is the more important number that identifies you on the cell phone carrier's network - the IMEI number just unlocks certain security features. I know, confusing right???!!
If you buy a used phone always ask for the IMEI number because you can call the carrier and have them check if the number is reported as lost/stolen. There are some databases on the internet but they are just about worthless because they aren't validated and the wireless providers don't sync with them - or each other

.
I hope this helps. It's a lot of information I know.
Thanks,
Benjamin
Customer Loyalty Team