Do You think phones should be locked onto one provider?

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I have just got a new mobile phone for xmas only to find that it is locked onto orange network. I called them as i was told i need an unlock code, i was told by them that i have to use their network for three months, then i have to send it away for two weeks and pay £20 for the privelage.. If you buy a nokia phone what does it matter what network its on, surely nokia won't lose anything. I didn't even buy it from the orange shop i brought it from a catalogue, so fraustrating and guess what i cannot send it back as there are no refunds on this particular item...