GPRS requires "unlocked" SIM card?

What does this mean? unlocked SIM card? I understand an unlocked phone that can use a GSM SIM card from different cellular companies. But I don’t know how to confirm if I have an “unlocked SIM”?

Thanks.

“unlocked” could just mean that you haven’t set the SIM card to request PIN unlock code every time it’s used to connect to the GSM network.