How do i know if my 8125 from cingular is unlocked?

If you can make voice calls with it, it is unlocked. You probably need to update your wap settings.

 

If you can put your T-Mobile SIM in it and it make a call, it's unlocked.

Are the steps below the ones you took to configure?

Setting up the handset

1. Tap Start.
2. Tap Settings.
3. Tap on the Connections tab.
4. Tap the Connections icon.
5. Tap Add a new modem connection under T-Mobile GPRS.
6. Enter T-Zones in the Enter a name for the connection field.
7. Tap to select Cellular Line (GPRS) from the Select a modem drop down list.
8. Tap Next.
9. Enter wap.voicestream.com in the Access point name field.
10. Tap Next.
11. Tap Finish.
12. Tap Edit my proxy server under T-Mobile GPRS.
13. Tap to check This network connects to the Internet.
14. Tap to check This network uses a proxy server to connect to the Internet.
15. Enter 216.155.165.050 in the Proxy server field.
16. Tap Advanced.
17. Tap HTTP.
18. Enter 8080 in the Port field.
19. Tap OK four times.
20. Tap Start again.
21. Tap Internet Explorer.
22. Browse to http://wap.t-zones.com.
23. Tap Menu.
24. Tap Tools and tap Options.
25. Tap Use Current under Home page.
26. Tap OK.
27. The new WAP profile is now configured and ready for use.

 

I don't know too much about T-Mobile but maybe this sticky in the T-Mobile Users forum will help.

http://forums.wirelessadvisor.com/t-mobile-users/59266-t-mobile-device-configurator.html