Push notifications will not work on your unlocked iphone. There is a problem with push which appeared few weeks ago when Apple released the iPhone OS 3.0 which included support for Push notifications. Weather the application is free or a paid version it will not work.
Keep in mind if you did not go through the process of unlocking your iPhone, which means you are still using AT&T as your carrier, you will not encounter this problem. I personally have not tested the push notifications personally yet but majority of the people using it on an unlocked phone said it either did not work or was not working correctly.
Will there be a solution? Probably not. Apple decided to sell the iPhone to AT&T and no other carrier. Therefore, this is not a problem Apple plans on resolving. Perhaps in the future if the iPhone is available on other carriers such as T-Mobile, then there might a possibility.
Have you tested your iPhone's Push notification?