If you truly believe the device is stolen or has otherwise been acquired through illegitimate means, we can't help you - you should contact the authorities and have the seller investigated. Stealing is a crime and stolen IMEIs are blocked for that very reason.
If not, first check that the phone supports the network frequencies that your carrier uses wherever you are - not all phones support all bands, and not all carriers support all bands either.
If you can tell us the make and model of the phone, we can point you to a device-specific forum in case it's a general problem or issue with that phone model.
Beyond that, you can try to take up with the manufacturer of the phone or the carrier if it's a carrier-branded phone.
I once had to make numerous called to my carrier's support line because my new imported phone was somehow registered in my carrier's database as a completely different kind of device, so the system kept kicking me off the data plan.
Last edited by bhiga; 15th July 2014 at 03:41 PM.