Think I miss understood the question first time round. So have you brought a second hand mobile that's for orange and your orange sim card doesn't work in it? If that's the case it's most likely been de-activated by orange after it's been reported stolen or lost. Then having it unlocked won't make a difference.
I originally thought you meant you had an orange sim, and the phone you wanted to put it in was say for example, an O2 handset, in this instance you can pay to have it unlocked to any network so your orange card would work. Nope this makes sense.
And fingers crossed you haven't bought a duff phone.