I am trying to find out how it's activated.
For all those that have had the problem...
Did you have the lock code activated anyway? I.e. did you have to enter it when starting the phone (Note this is different to the sim code).
If not, had you changed the code to something other than the default?
If you haven't updated yet, and are going to, if you use the lock code it would be a good idea to turn it off, do the update and reboot, and then turn it on again.
As noted by Stu is another thread you can solve this by re-flashing the phone with the Nokia Software Updater. This should put your reset code back to 12345.
Yes, reflashing my phone with NSU fixed the problem...
For the purposes of this thread, I had:
1) Changed my lock code
2) Set "lock if SIM changed"
To my mind, everyone who cares about their phone should set those two. If they were known to be set on every handset in the world, there'd be a lot less desire on the part of thieving scum to steel your phone!