Vanity's Fire is correct. The term Warlock comes from an old Anglo-Saxon word meaning "oath breaker" and it is commonly used to designate someone who has violated their oaths to their coven and who has been outcast (or warlocked) because of it.
Hollywood latched on to the word and decided it meant any male Witch...particularly in the show Charmed. But this is incorrect. A Witch is a Witch whether they be male or female. Generally when you find someone claiming to be a Warlock they are of the role-playing sort.
There are also a few out there who have claimed the name Warlock for themselves largely for the shock value and the publicity it gets them because they cater to the Hollywood image in people's minds.
Most Witches would be highly insulted if you referred to them as a Warlock, and would look askance at someone calling themselves a Warlock.
So to my mind the only way you could be a Warlock is if you were either an oath-breaker, a role-player, or a publicity hound.