Iphone locked to O2 network.

Hi, I bought a second hand iphone se. It is locked to O2 network. At O2's site they say: If you’ve got an iPhone or an iPad, you’ll need to connect it to iTunes once you’ve put a non-O2 sim into the device. iTunes will then tell you the phone or tablet is unlocked.

Though, when I connect to iTunes I receive a message that the iphone can't be unlocked!

The phone was used at UK and I live outside UK.

Has anyone faced any similar situation?