When you buy a domain as an individual (not a company) you should be given the option of hiding private details. Depending on who you bought it from that may have been the default anyway. If you bought it as a company I don't think you have that option. I don't know if you can change it after registration, but you could check on the registration company's site.
[Edit] I've just checked with the 123-reg control panel, where I have a couple of domains registered, and they do offer a way of changing the opt-out status.