@helge
Your PM SIM card works in another phone, so it's not the issue.
But have you tried other SIM cards in your SKY phone? You could borrow the SIM card from a friend's phone for a couple minutes, just to test if it works. Ideally, you could repeat this test with another SIM card from another friend's phone which subscribes to a different carrier, just to confirm if your phone is indeed unlocked.
I had problems with a SKY phone a while back, I've met a couple people who had problems with their SKY phones. The UI software locked out certain things (like configuring APN, selecting a network operator, etc) which are essential for real world compatibility, even when the phone firmware itself isn't CK-locked.
If you have similar problems then I think the best solution is to just get a different phone. A shame that SKY devices seem to have such restrictive software, but if they're troublesome out of the box they'll likely be troublesome across their whole lifetime (you'll never know when an update breaks what already works, or breaks whatever hacks/workarounds you've used to get things working).
