Cell Phone Unlocked

I am using an unlocked cell phone Nokia C5 since last one year. Never changed the network service( using  AT&T) of the cell phone since I have bought the cell phone. but yesterday when I  tried to change the SIM ( T- Mobile)  of the cell phone then it is not accepting that. Message coming on the screen is that I cant use any other service except AT&T. I know it is impossible but still it is happening, I am amazed of it. if any one of you came through such incidence then please do shear with me also shear the resolution of the problem I am facing.