Is it outside it's Vodaphone contract period? If it is, Vodaphone will send you (or whoever the contract holder is/was) the unlock code for free.
I bought a GX30i for my wife off Ebay and when it arrived it wasn't unlocked (it was supposed to be). Got in touch with the seller and Vodaphone and on the sellers instructions, Vodaphone e-mailed me the unlock code for nowt.
She's now using it on O2. Still has all the Vodaphone branding on it though ....