Be careful when buying asian phones.  They use different frequencies there, so most will not work here (most of our phones don't work there).  Something in the auction says it should work, but you never really know until you try it.

But there is not anything legal or opposed to the terms of your at&t contract on this.  At&t will allow any compatible phone on it's network (with the exception, I think, of pay as you go phones).