I did not have any problems, I received my unlock code 24hours after requesting from o2 with instructions to:
Turn phone phone, then on and then sync with itunes worked okay for me, it's a bummer you are having problems though.
I should say tho it was not an unlock code, they seem to have done it from o2 end, I should stress it does say on o2 website somewhere that unlock can be requested after only having contract phone for 30 days of your contract even if it is a 2year contract.
ls