Don't risk bricking your phone and save yourself a few quid as well.
Using this
http://www.dealextreme.com/details.dx/sku.12167 between your Sim and teh phone unlocks teh phone without any risk. As it only costs around £4 delivered its also cheaper than getting it unlocked. They even take paypal if you don't have a debit card.
I'm using one in my Nokia N80 now ( which is almost impossible to unlock, cheapest quoted was £25) and it works a treat, phone locked to Orange, currently on O2. The only 'slight' downside is that you have to trim about 3-4mm of the sim card away so that the chip sits flush. I'll post a picture of mine if anyone wants more detail of how much I had to trim.