Hi, I'm really sorry but giffgaff will not unlock the phone as they don't lock phones or sell locked ones.
Some phones car phone warehouse sell are not really sim free, they are set to lock to the first network you use. Your stuck if that was giffgaff as they can't unlock it. You can try joining o2 and there's a chance they will do it when you have an o2 account, but your best way is to use an unofficial way such as a local market stall, independent phone shop that does it while you wait or even ebay.
This link has full details and some recommendations.
Carphonewarehouse should have made it very clear to you that you were not buying a sim free phone and that it would be locked to the first network used and only be able to be used with them.