How old is the SE and the model might help? It may be the case that the SIM is the newer type and the SE can't recognise it. You should be able to use the active sim in most unlocked phones. I should ask the question, how old is the active SIM?
It should work, can you get to a local phone shop, they should be able to check it for you?
Could the number displayed be an old number the the phone had before, as I am fairly sure you have to enter the number manually for it to show in the phone.
That model works almost the same as my K800 which has an O2 3G sim in it.