Yes but I don't think it is yet possible to do it by using a code on the handset.
Traders on E-bay are offering unlocking for about �15 - but don't know how reliable they are though. If you Google Nokia N95 unlock you will see other firms who offer unlocking - BUT -they need the phone and charge circa �40
Have you enquired at your local market stall mobile phone trader.They usually have the cable and clip to do the job