Could you please provide the specific message that you see? If it is in reference to web guard, the the folowing link can provide you with all the information you need: http://support.t-mobile.com/docs/DOC-2144
Some phones appear to be confusing , but are some times built for security also in mind . You could try going to your Android Market for your phone . Search for " NO LOCK " then down load . hope this helps your issue .