What's your current network provider?
Most of the iphones comes with locked to any one of the network provider.If you have any locked iPhone 4,you will need to unlock your mobile phone.Without unlocking you can't use other network service in your mobile phone.You can unlock your iPhone using Remote unlocking method.It's the best and secure way to unlock your mobile phone.If you are interested in this method visit Unlocking4u.com Here you can unlock your iPhone without jailbreaking.