You want to unlock your mobile then only you can use other sim...
There are many way to unlock your mobile by using box,software,code..I suggest you use code is best way to unlock your mobile...If you need you can get it here Ihav.net or otherwise contact service provider...
If you want to change network on your phone means,you will need to unlock your phone.For unlocking you can approach your service provider or else try to buy an unlocking service from any one of the online unlocking service provider like Unlocking4Free.com They will provide free unlocking service for old mobile models only.