Using a French phone in the UK HELP AND ADVICE NEEDED!!

Hi,

I've recently purchased a supposedly unlocked French phone assuming I
could use my current UK sim-card with said phone. However when I
inserted the sim all I got was a message translated as 'Insert Valid
Sim' rather than the usual 'Insert Sim'.

The phone I purchased was a new in the box sim free model so I
thinking maybe it's sim free in France only? Do I need to get it
unlocked properly for use in the UK??  Alternatively is there any off
the shelf Sim-card I could buy from eBay or some other such place
which is compatible with my phone and will allow me to make calls to
UK handsets minus the sky-high roaming charges?? Or is my only option
to install a French sim-card??

I haven't yet flashed the firmware on it to install a UK language pack
either btw? Will installing the firmware for my native country
automatically 'unlock' my phone??