Christ almighty.
Jailbreaking does not unlock your phone.
Cleverly, UNLOCKING unlocks your phone.
You said you jailbroke with blackra1n, so I'm assuming you're on 3.1.2, which means that you can unlock with blacksn0w. Open up "blackra1n" on your iPhone. Check off "sn0w". Install it. Once you get the confirmation message, it should work just fine. Turn your phone off, remove the SIM card, put in your OTHER SIM card, turn the phone on, and have fun.
This is the one I used:What did you do Sebas156?
Also are you on the 3G or 3GS?