Take the phone back to Apple (not AT&T). They are equipped to look at the phone for you and either send it back to Apple or replace it on-the-spot. If you are new to Apple, you will find that Apple has excellent customer service after the sale.
I have had my iPhone now for only 3 weeks.. yesterday all of a sudden I could not make an out going call. In my home town only 2 of the A.T.&T. stores sold the iPhone along with the Apple store. One of the A.T.&T. stores happens to be near my office and I stopped in on my way to an appointment. CLUELESS.. had no idea and the only advice was to call 1-800-myiPhone.. they then handed me a phone over the counter...... since I was there because I COULD NOT MAKE AN OUTGOING CALL. The other functions all worked...e-mail... text.. and I could receive and answer incoming calls. Over the next 1 1/2 hours talked to maybe 10 different people.. both Apple support and A.T.&T. Every new person on the line had me to perform the same task over and over. Finally when I was disconnected, called the Apple store and make an appointment with the genius bar at 6 o'clock. For those who do not know that's a service station at the Apple store for problem solving and support. After an hour I notice the genius went to the back and came out carrying a new iPhone box still in the plastic. He open the new phone took out my SIM card from my phone and installed it into the new one. He also contacted A.T.&T. and took care of registering the new phone and handed it to me. I asked if they would recondition the broken phone or maybe just use it for parts. His answer was the best part... oh no. We will sent it to the Apple engineers so they can determined how this malfunction happened. Apple takes care of their customers.. I have had other problems with their products but they always fix or replace it. I also have read on some of the forums where people live 3 hours away from an Apple store... now that could be a problem.