Some phones are configured so that they will only work on a particular network, Orange, O2, Vodaphone etc. You can sometimes save money on the phone itself if you get one that is locked to a particular network, however it will only accept SIM cards from that network. If you want to change from one to the other, then you need to get your phone unlocked. Offically you need to contact your network to do this, and the price will vary depending on your network, it can be quite expensive. It is possible to do without your network's involvement, usually by people at a market who sell phone covers etc. They will still charge, but it might be less than your network.