SIM Lock Question

Redsn0w will Jailbreak the phone no unlock it, you need UltraSn0w or another of the other tools/ways available to unlock that are very dependent on what firmware version and baseband you are running.

Here is a list of tutorials for all the firmware and baseband that have available unlock tools

http://www.iclarified.com/entries/index.php?caid=2&scid=11&seid=1

 

You can just ask Vodafone to unlock it for you. I unlocked my O2 iPhone 4 last week. It was very quick/easy - just filled in a form and got a text 2 days later. Plug into iTunes and it pops up 'Congratulations your iPhone has been unlocked.', or words to that effect. Did it with my old 3G a couple of years ago too.

Worth a shot before going the risky route. By risky I mean you'll likely update your baseband at some point by accident; then you're stuffed.