Now about locking of cell phones,

generally, cell phones sets that you bring from country like USA are locked by the network operator.
but here in ktm, sab kuch chalta hai...
you can find mobile repair centers, who will crack those  unlock codes and make your phone free. i don't know their range. but most of them gets the phone unlocked.

they own some unlocking devices for different brand and they have their own subroutine!!
you can also spend time, if you have, in the internet forums talking about how to crack the sets, change the firmware, or know the different codes.it depends on the your time you devout, luck  and many more.

so, first confirm which phone set you are going to buy for NEPAL.
single band, dual band and tri band phones easily work in nepal . ( ie. 800/1800/2100 MHz, in Nepal Telecom)
you can easily ask the customer care dept of the network operator of your phone( in usa, of whose SIM u are using) about the lock status of your phone. there no reason not to answer for that. and get help from some frens in ktm, to visit the repair centres asking if the phone can be unlocked!! they can , i guess...

.....that's it...