iPhone 3gs Authorised Unlock

I purchased an phone 3gs from a friend who had it on contract on vodafone. he has asked vodafone to unlock the phone and they have processed this and informed him that the iphone should now be unlocked (this was just over a week ago now). however when i connect it to itunes with a 3 sim or an orange sim in the phone it just says "The sim card inserted in this phone does not appear to be supported" how do i solve this? i have asked my friend to check that he gave the right IMEI number to vodafone and he has had them confirm that he gave the right one.