I bought my iphone sim free in the UK (Manchester) direct from Apple and it is sold unlocked that way. Handy for me as we use completely different networks in the Isle of Man, so when I moved it was easy to change the sim. Did you buy yours direct from Apple?
Should your iPhone be locked, heres some interesting links....
http://www.pcworld.com/article/13722...an_iphone.html
http://service.o2.co.uk/IQ/SRVS/CGI-...le),CASE=17424
These suggest that if your iPhone is locked then it can be unlocked.
