Hi there @bumtbumt
Unfortunately it means that your device is locked to another network other than the 02 network.
For your device to work on giffgaff, you'll need to make sure that your device is definitely unlocked onto the O2 network , giffgaff runs on the O2 network, and there ARE a number of ways that this can be achieved 🙂 .
You CAN take your device to any phone shop or market stall , and have your device unlocked on the O2 network , for a small fee,usually around £20, depending on the make and model of your device.
There is an unlocking service for most devices, and there are also many websites than CAN unlock your device, and maybe for FREE,so shop around.
Please firstly check out this link herehttp://community.giffgaff.com/t5/Unlocking-Discussions/bd-p/unlock-comments
Please also check out eBay, because there are some really fantastically low priced unlocking services for almost every device ,which is nice isn't it 😉 .