Just spent another 2 hours with Apple on the phone after my last post. They are sending "something" back to me they are not sure if it was my old defect phone (repaired?) or a "new replacement" phone. What I'm afraid at this point is that they just turn on the phone and probably didn't see the "No SIM installed" message and just decided to return it back to me. Once I get it, if I see the message, I'm making a trip down to my closest Apple store (about 2 hours away).
Let's just say this was a HUGE HUGE mess, the Apple advisor and Apple dispatcher have no idea what they are talking about it's just a mad house down at Apple. I highly recommend, if you have problem and if the Apple store isn't to far away, drive down and get a new one. Instead of spending hours on the phone and days of waiting for something to happen.
If you are having this problem, DO NOT think lightly is a simple SIM fix. Get a new one, because the problem will come back!!
I forgot to mention, that "something" that is coming back to me. Will be here anytime before Thursday (so that's what I was told). I'll make sure to give you guys updates when I received the phone. Thanks for the support...