I don't have mine yet, but as far as I know you can't. You can only place emergency calls if it's not activated.
The activation process looks easy, and you can watch a quick video explaining it at
http://www.apple.com/iPhone. It's just a simple connect by USB to your computer and iTunes will detect it automatically, from there it's just entering info and clicking next. You gotta make sure you have iTunes 7.3 or whatever, so make sure your iTunes is up to date.