In most cases it's hard to tell if your smartphone is locked or not (by that I mean if it will be able to run un-signed applications that need to access priviledged APIs). This small program determines if priviledged execution is allowed for un-signed applications by accessing a restricted API, if it succeeds, you have an un-locked phone and will be able to run a plethora of usefull but un-sigend applications.
To run it, copy the CheckLock.exe file to your smartphone in the Windows folder using ActiveSync and then, on your smartphone open Internet Explorer, press Menu -> Go To, type file://\windows\checklock.exe and press Go. It will pop-up a message saying wheter it's locked or not.