iPhone 5 from CPW LOCKED : HELP?

I purchased an iPhone 5 from Carphone Warehouse on the second day of its release in the UK, as it was advertised as "SIM-free". I thought this meant that the phone was unlocked, because I paid £529 for the 16GB iPhone 5, which is the same price at which Apple sells its iPhone. Subsequent to this, I purchased an Orange 12-month contract for my iPhone, and everything was fine, until I started encountering problems with my Orange SIM card. I decided to purchase a Three SIM to use, at least until the problems with Orange were sorted out. When I inserted it into the phone, however, I was met with absolute horror - my iPhone did not accept this new SIM, saying something along the lines of it needing to be activated by the "original carrier".

Upon further inspection, I discovered Carphone Warehouse had a hidden caveat - SIM-free simply meant it did not come with a SIM when sold. However, it did not mean the phone was unlocked, as it would lock itself to the first UK SIM placed inside it. Furthermore, the phone would cease to function with a non-UK SIM.

This was absolutely ridiculous, and the aforementioned have caused me many problems of late. How should I go about unlocking my phone, so that I will be able to use it with any carriers, as well as outside the UK?

Kind regards.