Hi
We dont know where the phone is from or where you are trying to use it, but it is possible that the radio in the phone does not use the same frequencies as the carrier who provided your SIM. I suggest you check that first because if that is the case it will never work (where you are). Is the phone carrier locked to another carrier? If thats not it, post back with more information
Which Carrier
where you are
model of phone
check the SIM works in someone elses phone (same carrier)
Try someone elses working SIM from the same carrier in your phone
You should be able to find where the fault lies.
Roger