When you use the SIM on a phone, when you boot the phone up and if you need to key in the 4-pin thingy, then it's considered as locked.
The command AT+CPIN=? will let you know whether it's locked or not.
It's kinda scary if you wrongly write them in the firmware (after 3 times, it's locked).
For a GSM module which I wrote the library for (not SIM900), I omitted this SIM pin code function fearing someone might wrongly enter them for 3 times!