How to re-lock your unlocked iPhone to avoid bricking
So now might be a good time to go ahead and re-lock your iPhone. Sure, it means you'll have to sign up with AT&T if you want phone service, but at least your warranty won't be voided. OK, technically it will be, but hopefully nobody at Apple will notice what you've done if you ever have to send your phone in for repairs.
The re-locking process is still pretty experimental, but if your choice is between bricking your phone and bricking your phone, you may not have much choice. At the moment, it appears you have two choices for re-locking your phone. You can follow a set of experimental instructions that clearly state they might not be ready for prime time. Or you can wait until the iPhone Dev team, the folks behind the original unlock post a new tool for restoring your iPhone to factory settings.