Iphone 5 wont accept my sim card.

I went into apple about 2 days ago to see if they could either fix or replace my iphone 5 because the speakers became distorted. They gave me a new phone because I have a 1 year warranty on it. Anyways, I tried puting in my old sim card but it wont recognize or accept it because apparently the phone they gave me is locked with another carrier company. Should I take the phone back to Apple and demand a phone that is locked with my company? I don't know what to do I just need it working.

Please help!!