Can a lender charge you PMI with a 20% down payment??

Hi all. So I was just getting my jollies by reviewing my escrow statements today, and I noticed I'm being charged each month for PMI, even though I put 20% down. I understand you can write to your lender and request they take it off once you reach 80% equity, and I'm going to do that. I had no idea until now this loan had PMI on it - is it even legal for them to do this when you put 20% down?? I never agreed to this, unless they snuck it into some fine print I signed at closing.