Tutorial [Q] How to unlock if bootloader if bootloader unlock says NO?

Hi guys, I just got my hands on a Xperia ZL... it's quite neat! But I wish I could install CM or a custom rom on it. Ok, I tried to check the bootloader and it states:

Rooting status:
Bootloader unlock allowed: no
Is it really locked?? I wanted to unlock it to change to a diferent phone career (which now is not really a problem), but now it seems I won't be able to install a custom rom can it be done? Do I need to specify any other characteristic in here?