Hi Rob,
I can see from things I've read that some of these are not permanently SIM-locked. Specifically I was reading about the Orange and Fujitsu-Siemens partnership, although there is no info on how to get it done, and it's not clear whether other parternerships between mobiel broadband providers and laptop manufacturers.
I'm afraid the best way to find out would be to contact O2 themselves, and ask the question. They may say it's permanently locked to their network, or they may be able to provide you with a simple unlocking code to make it work with SIMs from other networks.
If it's unlockable, you should be able to obtain the software required easily enough from the network provider themselves...
Or of course you can wait on the chance that one of the other experts on here has had personal experience with this and has already been through the process... :)
Pete