ok, now I am telling you also directly what the situation is so don't shoot the messenger.
The phone is still lock to Orange, they are the ones who unlock it. I have no idea why they say Samsung, but phone providers cannot lock phones, they just make them then deliver to a phone provider who then locks it.
Now, you have two options here.
Get Orange to unlock it. If they are being difficult, then you have to purchase an unlock code. This you can get on the below website, as they are authorized to unlock any phones.http://www.cellunlocker.net/
It's an American company but they unlock any phones from any providers worldwide and are the cheapest.
But this is the situation Barry and what you have to do.
If you would like any additional information or assistance, please do not hesitate to let me know.
And if you can take a second to rate my service, that would be greatly appreciated.