As the case with all gsm phones, once unlocked by official unlock code.....always unlocked. OS's, firmware etc...cant relock a phone. Unless you did a jailbreak tweak or similar unlocking method, then it probably will relock it.
Lets ask it another way. Did you use any sort of hacking or trickery to get your sim card working? If yes, then you may lose the ability to use it. If all you did was get a phone and pop it in and it worked just fine (without any jailbreaks or tricks) then it's fine.