Sorry, the most common problem on eBay phones is that they are advertised as unlocked when they really aren't. I may have jumped to conclusions on yours.
It sounds like you may, indeed, have a bad device. I reread your first post and you said it gives "no signal?" That actually doesn't sound like a locking problem, sorry. Does it give any other messages like "insert sim card" or "invalid sim card?" I think you should probably get in touch with your eBay seller.
At least you know how to tell if a BB is locked or not....