If you wish to keep your current SIM card, contact its cellular carrier and request an unlock.
If you wish to change your SIM card, visit a cellular carrier in your current country and obtain a SIM card that would be supported in your iPhone. This would likely require you to set up a plan and credit method with this carrier. You would have to verify that the iPhone could be used with this carrier - it may be locked to the former one.
I think the iPhone is network locked. To unlock, I suggest you can approach Theunlockarena.com and specify the country,locked network of iPhone 4S. Based on the availability you can get the permanent unlock service along with free instructions.