Reflash the phone. If the lock is part of the phone firmware, you can easily get rid of her and be able to use the phone with any SIM card. In order to reflash the phone, use the sync with your computer. Download a clean firmware for this phone model and special software for flashing. Follow the instruction carefully and save the original firmware in case the operation will fail.
If you are the owner of the phone, contact your operator for the unlock code. Motivate this by the fact that you will need to stay on the territory of another country for a long time, and cellular is cheaper if you don't use roaming and connect on the spot. After you provide the unlock code, enter it and use the phone with any SIM card.
Contact a specialized service in unlocking phones. The fact that specialized equipment to unlock costs money, and considerable, and to buy it in order to unlock one phone just doesn't make sense. Trust the professionals, and after a while you will be able to use your phone on any network.