Two possibilities spring to mind. The first is that the phone is locked to a specific network which you are not on and the second is that if the phone is secondhand, the previous owner has activated the phone lock. If this is the case, then the phone will not accept any sim except the one which activated the lock. If the latter is the case, then get the previous owner to unlock it. If you've bought the phone off some dodgy person down the pub and it's been stolen, then you've bought a lame duck. These are only possibilties though. I hope this is of some help.
N, February 2008