There is a two ways you can do this.
Firstly for both solutions you need your phones IMEI number (International Mobile Equipment Identity).
This is very easy to get. Remove your sim card and turn your phone on, then dial *#06#. There will be a 15digit number on here, make a copy of this number.
So you have your IMEI number, now you need to get a NCK code.
There are two ways to do this, either pay a code generator website here
Ring orange and try and convince them to give you your NCK code for free.
To convince orange tell them you are going abroad travelling and you want to use local phone networks in other countries, they will require your IMEI number from earlier to give you it.
If it works and the orange customer service give you the NCK code then they should walk you through the next steps. If not then here is how:
So you have your NCK code, now put in a new sim card from a different provider like O2 or someone, your phone should then ask for a NP code, enter your NCK code from earlier and you should be sorted to use any network now.
More information and a video is on the link above.
A little warning though, this phone will not work on the Three phone network from the UK as they run off the 3G network and the Rio can only use 2G. It will work in some areas but it would probably be better not to try with the Three network.
I hope this helps.