unlocked iphone locked to data plan? really?

I bought an unlocked iphone from the UK apple online store and had used 2 different sim cards on it with no issues,

After arriving to T&T Ive been told that my phone is locked to data services, meaning I can't connect a data plan to my phone because is locked for it at the other hand is it inlucked for voice and call plans. really?

has anyone had this before?