If you have a locked bootloader on a branded phone (for example, from Rogers) normal BL (bootloader) unlocking methods will not work. Fortunately, there is a way to unlock your bootloader - it will, however, cost money.
I have a very good experience with Omnius. The program is simple and fast, and the whole process of unlocking the bootloader took less than 3 minutes. Here is how I did it:
go to Omnius downloads, and download Omnius for SE.
Install it. The installation includes all the drivers you need for this process.
Now you need to purchase credits. You can use any of the re-sellers listed here. I personally used GSMServer single unlock licence for 19 USD.
After about a day, you will get an email with username and password. This is your new Omnius account that has enough credits for one unlock. (I am not sure if it is only for BL unlock or also for SIM unlock.. It definitely works for BL unlock though.)
1. Now start Omnius. In the upper left corner choose your SE model.
2. In the server settings, enter the username and password you got from the reseller of your choice.
3.Next click on "Unlock", and select "Unlock bootloader". A picture guide appears that is super easy to follow - it tells you where the test point is, what to do, what to press, when to remove battery, everything. Few seconds later, your bootloader is unlocked!
Hope this worked for you guys!!
(I am in no way affiliated with Omnius, or any resellers listed on their website. I am simply summing up my experience, as I know that BL unlocking for branded phones is a bit of a problem. I hope I did not break any XDA rules by posting a guide involving a paid service!)