I am having problem with my iPhone activation.

I have an iPhone which i got from USA running on IOS 4.0, so i waited for the JB solution. Once the JB solution was released, i came to know that i will have to activate my iPhone using phonebook SIM (as per tutorial by Sharif Hashiem using phonebook SIM card. As per the tutorial i got an DITS phonebook card and inserted it in my iPhone and then synched it with itunes.) once my iPhone was activated, i logged on to jailbreakme.com and jailbroke my iPhone, once the JB was complete, i went into cydia and installed ultrasn0w 1. I rebooted the phone( all this time my phonebook SIM was insied my Iphone) after this as soon as i removed my iPhone and inserted my vodafone card, it said that this sim was not used to activate connect it to itunes (it also displayed my vodafone IMEI number and ICCD number and went into emrgency screen), i again inserted my phonebook sim card and it was working fine, i inserted back my vodafone sim card and it again went into emergency mode, although i am able to receive calls (incoming) even in emergency mode.

Am i doing anything wrong. Is there a problem with the way i am proceeding, please help me finding a solution to this.

Thanks a Ton,