This seems to have worked. After steps 1-8, I turned the phone back on and it uses the TIM SIM card. Was never prompted for the unlock code, however.

Also not asked for unlock code using other methods suggested here. When we bought the SIM card here in Italy, we were told that to call a US number, we did not need the country code. That is not correct. I have my iPhone here (locked) and can call it on the Samsung only by using the 011 prefix.

Next problem: tried sending a text to my iPhone from the (now working) Samsung. Message sent but not received. Do I need the ATT international plan for texting?

Thanks for all of the suggestions.