Q: right I am not having existing carrier sim.I have got confirmation email from carrier for unlock.Now I have inserted other carrier sim and when i connect with iTunes it shows"The sim card inserted in this phone does not appear to be supported"

Then it didn't get unlocked.  Contact your carrier and ask the about it.

Did you actually follow the instructions provided by the carrier after they completed the unlock process?  FYI, that same process is explicitly detailed in the article from which this thread was posted.

There is more to it than simply inserting a new SIM.

Same. I did step by step instructions, but still "not appear to be supported" another SIM.

Same. I did step by step instructions, but still "not appear to be supported" another SIM.