Question [Q] [q] Country lock

Hey.
I have a GT-5500 with CM7 and Android 2.3.7 - this phone is from germany and has the I5500XWJP4 baseband. As of now I am in canada an I bought a local SIM-card from PC (presidents choice) - when i put it in the phone it wont connect to the service, but if I use my o2-SIM-card from germany I do have service an I am able to call and write SMS.
In germany the phone hat no SIM-lock, so I could use SIM-cards from any provider.
So my question is how to get the canadian SIM-card working?
I think there must be some kind of county-lock otherwise it should work? Do I get sth wrong?
sincerely
Klaus