I'm guessing they meant that they don't accept other carriers' SIM cards.
I found this link about their SIM cards. It indicates that theirs do not work with other carriers without special actions. The reverse is likely true.
http://support.t-mobile.com/doc/tm51...revPageIndex=3
U. S. carriers commonly expect you to buy your phone from them and use their SIM cards. The European model of getting a SIM card from the carrier and buying the phones separately doesn't apply here. Maybe it should, but it doesn't.
You don't mention why this is an issue for you. If you are visiting the US and want cell service, your best bet is probably to get a "disposable" prepaid phone.
If you would tell us more about what exactly you are trying to accomplish, we might be able to help more effectively.