Well can you use a different carrier sim or does the phone say emergency call's only?? A little more information please, like what is going on and what does the screen say and what carrier are you on??? All of this would help in helping you to find out!!!
No it is not, I had a HTC Fuze that was unlocked from AT&T and was told the same thing, that I could do the AT&T firmware upgrade and it would not relock the Fuze so I did and GUESS WHAT the Fuze was locked to AT&T again and I had to unlock it again so my daughter could use it on T-mobile!!!
Then it is not relocked if you can make and receive calls on another network, if it was relocked all the phone would do is boot up and say that only emergency 911 calls could be made from it. I really do not know what is wrong with your phone, try a factory reset,and see if that would clear it, other than that I cannot say what would fix it.