It could be several reasons... You may need to join the site and reply in this thread with more details.
Do you know the SIM is good? It works in another phone? Did you cut the SIM down in size?
The phone that has the problem: is it branded to a carrier? If yes, are you sure it is unlocked if trying to use another carrier?
Is the SIM inserted correctly?
Is it a single SIM or a Dual SIM phone? If dual, is the SIM in slot one or two?
Is it a new SIM activation> Did you give time for the activation to happen with the carrier's towers?