Unknown Source Update from AT&T

[bibleguy125]

I got my phone about a month ago, maybe a little more. It is an HTC Inspire 4G. When I got the phone, it already had the option to install from unknown sources. I reset factory defaults a couple times. The first time it was still there, the second time it was gone. How do I get it back? Was this an update they pushed through when I got my phone, or was it already installed? Should I be taking my phone back to where I got it to see if they can push the update through?
Thanks!