Well, if they told you it was an 'unlocked' 8330, they were fibbing to you. The 8330 is a CDMA device and the non-world CDMA devices don't unlock.
The carriers that use CDMA generally require a BlackBerry data plan, but it is possible to use it as a phone/text device if they'll allow you to activate it that way.
If there is any doubt as to what device you have, type 'myver' and press the space key when you reply, or check Options>About.
Posted from my CrackBerry at wapforums.crackberry.com