Simply put, NO, unless you jailbreak it. I'll not go into detail here on how to do this, but a quick search on Google will give you a mountain of information on this subject.
Hi, funny you say that, but I bought a replacement 3GS which was locked to three network. I downloaded a few apps over wifi on the device. Then connected to pc. Synced some stuff with iTunes and then ran 4.2 update. Afterwards inserted O2 sim and reconnected to iTunes. The sim was accepted, so now it works 100%.
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