When you place a new or a existing SIM card from another phone provider into your mobile phone and it asks for a Security code then :-
This phone is locked to the original mobile phone provider. You need to contact this mobile provider to ask for the unlock code (security code) for this phone. You need to provide proof of ownership etc and the phone's unique IMEI number which is located inside the phone under the battery. They use this number to generate the unlock code for your phone.
They should provide you with instructions on how to enter this code into the phone.
Once you unlock the phone, then you can insert a new SIM card in this phone or sign up with another phone provider using this phone.
You could ring the phone provider and ask for the unlock security code because you are going overseas and wish to use your phone with a prepaid SIM card from another country. This maybe a free service.
The other way to get your phone unlock is to use a phone unlocking company on the Internet, they usually charge a couple of Dollars for their services. Use Google and search for "Security unlocking code”.