There is a website where you post on a forum what phone you have and the IEMI No' and they will post a code for you to use and it is free. I have done my old one locked to Orange and a few for mates all for free. If I can remember the name I will post it here, something like 'unlockmymobile.co.uk or something. Don't ever pay to have it done, waste of money for something someone will do for free and it is so easy to input the code.
As for the legal bit Mike mentions, it only applies if you say have a contract for a year and get rid of the phone or change it over before that. It is the property of the network until the day after the year you bought it. (probably).