Firstly make sure you have used the right keys. This might be a better explination:
1. *2767*63342# auto restart indicates "insert sim"
2. *2767*3855# auto restart indicates "insert sim"
3. *2767*2878# auto restart indicates "insert sim"
4. *2767*927# auto restart indicates "insert sim"
5. *2767*7822573738# auto restart indicates "insert sim
Otherwise your phone has newer software and these codes wont work on
If this is the case you could either take it to a local phone shop to get it unlocked (NOT the normal highstreet stores) about £10 or pay the network to unlock it for you nearer £20 or buy a data cable and download unlocking software if your ambitious!