Can't activate factory reset iPhone 3?

I factory reset my iPhone through iTunes. I don't have a sim in it, and don't want one. I'm just using it as an iPod. The problem is, after I reset it, it now comes up with the normal unlock screen, with a background that says iPhone. Then it goes through the regular setup thing, and I get to the point where it says "Please insert a SIM card". Since I'm not getting a sim card, and I don't have one spare, how can I get into it?

On a side note, this adds to the list of things I hate about Apple…

Yes, you have a reason for hating Apple. This sucks as you would have to have a SIM card in order to complete this process.