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. That is correct - you need a Sense based ROM in order for that to work. It is assumed that nobody would flash an AOSP based ROM such as CM before activating their phone. AOSP means the ROM is based on Google source, and does not include any of the Sense modifications. As a result, certain base functionality such as this is broken. The seller really should have *at least* flashed a different ROM for you (or even unrooted it, to be completely fair), since you obviously need to activate the phone.
That being said, do you understand what root is? Is it something you want to keep? If you'd like to keep root, I can show you how to just flash a different ROM. If you don't care about it, I can also give you the instructions for unrooting. Since you're brand new to this, the instructions might seems a bit daunting, but if you follow them exactly, you'll be fine.
Either way, can you please answer these questions:
1) Turn the phone off, then turn it back on while pressing and holding the volume down button. That will take you to hboot. What is your hboot version?
2) Do you have S-OFF or S-ON? It will say up at the top in hboot.
2) While you're there, what does it say your baseband radio version is?
3) While in hboot, select the recovery menu option. That should take you to a black screen. If you have a custom recovery, you will see either Clockwork or Amon RA at the top. Can you describe exactly what happens?
4) Assuming you *do* have a custom recovery, what does it say it is at the top, and what version is it?