Thanks to @evansims for pointing me to this forum...
I called Tech Support (almost 2am!?) ... sounded Indianish.
Just a lil' background FYI, I bought my phone about 12N (Sunday), it is now about 2AM (Monday) - which is bad since I have a 530a flight to New Orleans and I've not slept! I've not made any outbound calls. Received calls and texts (and internet). The call to TechSupp was my first outbound call - the Tech guy was surprised (think he said something about it should have gone to the Welcome blah blah - I couldn't understand).
Since I could not send any texts out, he suggested I try the following (mind you, I only have ONE phone - thus couldn't call him on another line and he wanted me to take notes):
turn off, for two minutes (or remove battery too)
412415 lock code (was this only pertaining to my unit?)
Maybe this might of help for those who have problems later?
This happens if the hands free activation doesn't go smoothly. I had this same problem over the weekend, the real problem was that they put the ESN for my phone on the wrong number on my account and screwed it all up.
The steps Kellisanth posted was to reset the hands free activation and do it all over again. In my particular situation I had to reprogram the MSID, but for this error I don't think you need to.