How do you use a PUK code?

I have a Samsung A737 phone from AT&T. Some how I locked the internet and multimedia messages on my phone. I contacted costumer service, and they said the way to fix it was by using my PUK code. The problem is that I have gone all through my phone, and I have not found anything mentioning a PUK code. Where do I find the place to enter it at? Well, thanks a million. Any help will be much appreciated.