Although if you have purchased Windows Phone 7, it is not guaranteed that you will be able to access the Windows Phone Marketplace. It is because in some countries, Microsoft has not yet enabled the Marketplace in all the countries where Windows Phone 7 is available.
This is especially disappointing because without being able to download and install new apps, Windows Phone 7 is just like any other phone without any distinction. But fortunately now you can easily access the Windows Phone Marketplace from anywhere using WP7 Marketplace Enabler. You need to have Zune software in order to use WP7 Marketplace Enabler. Zune software can be downloaded from Zune site. Download WP7 Marketplace Enabler and run the executable, select your country from the drop down menu and click Apply. This will enable your country so that Windows Phone Marketplace can be accessed on the system.