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Did you already have the phone or did someone already have the phone activated with a cellular provider? If so, that cellular provider must Sim unlock the phone before you can use it with another provider. This is usually done if the phone is financed or if the phone is on contract from a particular provider. Since they are subsidizing the phone they will not unlock it until it's paid for. So, if you did have a previous provider, that could be the problem. That's something that they would not be able to unlock at the Apple Store, but it would require your provider to unlock it for you. They will usually do it for free if you were customer of theirs. If it is a different type of activation, let me know and we can go from there.