If your phone asks for 'Sim network unlock pin' then your phone is currently locked to particular network. You need to unlock to use it with other network. You'll need to purchase an unlock code.
You will probably find a number of companies via google a I have used a couple, which I'm not sure I'm allowed to post here so I recommend you visit Unlock-Zone.com, which is nearly perfect and they were recommended highly in the cell phone forums.
Click the unlock your phone and select the mobile phone, current service provider to get the available unlocking service which ranges from $5 to about $25, depending on the model of phone you have.