Xperia play bootloader locked?

Hi guys i've been trying for quite a while to unlock the bootloader of the phone i've bought. It's from hong kong and branded to vodafone it's not sim locked as I tried an optus sim and it worked. I press and hold the search button and plug the usb in and I get a blue light but when I try to check if fastboot can find it, it can't. Any ideas what the problem is?