The first thing I'd like to say is that it is very difficult, dare I say impossible to make a cell phone untraceable. This is how it works:
"Your" phone connects to the GSM/DCS/PCS network and gives it its specific IMEI number. Then the network checks it against a EIR (Equiptment something Register) and does one of four things.
1. If it's not on there, it drops the connection.
2. If it matches one they can put it on the the blacklist, which disables it from EVER connecting to a GSM/DCS/PCS network.
3. If it matches one it can put it on the greylist, which makes it usable BUT, traces who the phone is registered to in the SIM info and that person can get into a butload of trouble.
4. If it matches one they can give full service.
I don't mean to make it sound hopeless, but it probably isn't going to happen for you. Anyway, here's my next advice:
Before you do anything to the phone, dial *#06# to get it to display the IMEI number. Then go to
http://www.numberingplans.com/index.php?goto=imei and check if it's blacklisted or greylisted or useable (If it doesn't work now, it will be black or greylisted).
If it's greylisted you may not want to turn it on until you crack it (or return it)--you could get the person it's registered to in alot of trouble.
If it's blacklisted you HAVE to set the IMEI number to one on an EXISTING phone (preferably not greylisted). This is the difficult step. I suggest giving up at this point and sticking to a phone you
bought. If you want to continue then there is one option that I know of: buying an IMEI number.
This may sound weird, but there is a trojan for phones with Symbian OS (
http://www.linuxsecurity.com/content/view/116782/65/) that disables everything on the phone but it's functionality. This allows a hacker to steal it's IMEI number at the expence of robbing someone of
their phone. I'm not sure where you can find such an IMEI number, but google around and see what you can find.
I suggest returning the phone.