It won't work on a GSM Network. CDMA and GSM are not compatible. Very few devices are made that can work on both, and they are never really carried by major carriers.
I am guessing they assumed you would know which carrier was which and would choose appropriately. Can't hurt to contact them and say you chose wrong and see if they will let you exchange it for a GSM device. Just make sure you pick one that actually is GSM.