Just got a new iPhone 4, no service?

I turned it on and tried to set it up, but it says "no service" where the signal should be even though my sim card is new (only got it today) it only gives me the Wi-Fi option or the iTunes option. I don't know what to do, I can't reset the settings because the phone hasn't been used yet so it's not activated?

Might need to plug it into your computer and start up iTunes to set it up first.

Ask your parents if they put a plan on it. If no service comes up then there's no service.