If you want to make sure you're the only one who can use your phone, it's a good idea to lock it with a password. The SIM lock will make sure that only those who know the password can use the phone.
EditSteps
- Select the "Security" form the "System Settings" menu screen on your Android.
- Click "Set up SIM Card Lock."
- Check the box next to "Lock Sim Card."
- Type in the PIN code you want and then click "OK."
- You can also password protect your private pictures, videos, documents and everything by using Folder Lock for Android.
EditTips
- Make sure your PIN code is 4 to 8 characters, that you'll remember it, and that it's not too easy to guess.
EditWarnings
- Make sure your phone is off when you aren't using it. The Sim card lock will only work for powering up the phone.
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Source: http://www.wikihow.com/Set-Up-a-SIM-Lock-on-an-Android