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Hi,
Did you insert the SIM-card correctly, with the gold-coloured contacts facing down (when you have the screen towards you)?
If the SIM won't lock, it's unfortunately not much we can do at the forum. I suggest that you contact your Local support for further information about how you can proceed with this in the best possible way.
I'm not a technician and I cannot say if this is covered by the warranty. It's only a technician which can conclude if it's a warranty case or not after the phone has been examined.