Call up Orange, pay the �20 and get it 'unlocked'. They'll send you some passwords to type into your phone to unlock it, although getting hold of the passwords may take a few days. If you are not afraid to go 'unofficial', you might find several dodgy shops willing to do it for cheaper! If the phone/SIM still has a 12 month contract, you'll have to pay the rest of the contract up front with any cancellation fee. HTH.
There is nothing dodgy about getting your phone unlocked. You can get this done on your local market or car boot, will probably cost you half the price of getting your network to do it for you. It's all completely legit! Then you can just slap in any SIM and you're well away.