I have the same problem with a Nokia that has been attached to ATT (USA). I will be able to have it unlock, but only by ATT. Nokia can't do it and I doubt that someone other than UK T-Mobil can do it for you. (And my experience with T-Mobil suggests that they won't, but hopefully I am wrong.)
Sure. In Wan Chai you'll find any number of tiny shops that can help you. For example there is one on the corner of Johntston Rd and that pedestrian lane leading to the Immigration dept/Wan Chai MTR footbridge.
No problems at all. As axptguy says above it can be done in Wanchai or over on the other side of the water just go to Sin Tat in Mongkok and they'll unlock anything. If you have the right software any phone can be unlocked.
I don't know the whether it's possible to unlock your mobile in HK.
But it's possible to unlock your mobile using the http://www.mobile-unlocker.com/ .It provides the unlocking code & instructions for your mobile...By using this you can unlock your mobile easily..