There are several ways to unlock your phone: Hardware, software, and having someone else do it.
1) Hardware. A SIM unlock card is placed between your sim card and your nokia phone. This ultimately tricks your phone into thinking it is a recognized sim card. Most of these work well with nokia phones and can be purchased from all sorts of online shops like dealextreme.com
2) Software. This is either through a software program that you download to your pc, connect your phone via USB and input an unlock code from there, OR, purchase an unlock code online from one of many unlock code retailers (www.unlockitnow.com
) - This method generally requires putting a non-registered sim card into your phone and inputting the code directly. Once you pay for your unlock code, instructions will be sent to you. (A fair warning - inputting an incorrect unlock code several times usually results in your phone locking up completely and will not be useable until serviced by a required nokia technician)
3) Someone else. If you don't trust yourself enough to do this kind of thing or just aren't tech-savvy, you can always find someone near your location that will do this for you. Cell phone unlocking is pretty much everywhere from local computer stores to local classified ads. Check around, You'll find someone.