iPhone 4S locked by SoftBank Japan

Hello guys,

It seems that i have a very seryous problem with my 4S. At the begining of november i've purchased from the japan operator SoftBank a brand new white iphone 4s WITH NO SERVICE PLAN just a prepaied sim. At that moment the phone was around 700usd dolars converted from their local currency YEN. The SoftBank seller told me several times that THE PHONE IS NOT LOCKED IN THEIR NETWORK. Well this wasn;t true at all when i came back from Japan and i've tried to use a different SIM desaster struck, the phone asked to be activated and ofcourse the sim that i've entered in it was not the good one. I've tried with several sims but with no luck, it activated only when i would enter the SoftBank SIM. I've contacted SoftBank and they actively refused to unlock my sim on the reason that this is their policy. How come is this posible, i've bought the phone with NO CONTRACT, the ones with contract where 50-70% cheaper and now i'm stuck with more like an ipod than a phone. I was thinking to contact my local authorities such as police and forward a complaint.

What do you think what should i do? Should i contact apple can they help me?