They are very naughty.
My bro gave me his old phone. It's an Android htc. I have been using a Palm Treo, with my (very old) Virgin SIM (PAYG).
I shove my SIM into the Android, enter the unlock code, and then it sits there churning away and nothing else happens. We put it in on Boxing day and checked it periodically over the next 3 days to see if anything else happened, but nothing did! It's back in my failing Treo now.
Do I really need to go off and get another sim card? I'd have to tell everyone my new number and then make decisions about which people I didn't want to give it to!