Sometimes the manufacturer will place a SIM lock on a GSM cell phone, which will restrict the consumer from being able to use that phone with different carriers in different locations, such as outside your country. This way it is more likely that you will stay with your carrier, and you will have to pay roaming charges when outside of your coverage area.
If your cell phone is unlocked, that means you are free to use it in any country, and with any compatible carrier you choose.
Can I unlock my cell phone myself?
It may be possible for you to do this, however, there may be a limited number of times that you can try, and if you reach the limit your cell phone will become hard locked, which will be worse than before.
It would be best to get a code that is guaranteed to work. Check out Cell Corner for more information on doing just that.