Why won't a German O2 Simcard work in my iPhone 4s?

I have just moved to Germany and took my iPhone 4s with me. My iPhone 4s has used an English O2 sim card for the last 2 years, today I tried putting in a German O2 sim card and apparently I can't use it? Why is this? I know that iPhones lock automatically to the first sim card you put in, so the German O2 one should work? What am I doing wrong?

GSM phones do not "lock automatically" to the first SIM you put in them. They are locked before you even get them, and you need an unlock code from your old carrier to use another SIM. I would think that if the SIMs were from the same carrier, it would work. But you need to contact your UK carrier and ask they if you need an unlock code.

They don't lock to whatever SIM is put in first. They were locked from the time they were shipped to the carrier store long before you bought it.

e.g. Can't buy an O2 phone, not put in a SIM & expect when you put in say a T-Mobile SIM it would work on that. Locked to O2 & will only accept their SIMs until it is unlocked.

As far as why, the German & English O2s may be considered as different carriers therefore as the phone is locked to the English O2 it wouldn't accept a German O2 SIM until it is unlocked.

Your phone is not locked with the first sim that you insert… It is already locked to the network if you have purchased a locked iPhone. As of now, your iPhone 4S is locked with English O2.Inorder to use your German O2. You need to unlock the iPhone.To unlock an iPhone the remote unlock service would be a better option because, you need not give your mobile to someone else nor do you have any chance to enter the wrong unlock codes. To get such an unlocking service for your iPhone 4S approach http://www.wickedunlock.com/apple-iphone-4s/rs11wp9/ and by submitting the country and network to which the mobile is locked to you will be able to remove the restriction from the respective network. This will be a permanent unlocking solution.