Vodaphone locking with iPhone 3GS
You can unlock from the Vodafone network here for which they will charge you $25 or so depending on your contract.
I found unlocking from Vodafone was virtually immediate on a iPhone 3GS. When I plug the phone into iTunes five minutes after paying for the unlock, it recognised that there was an updated software version for the phone, downloaded it and the unlock was effective.
Telstra unlocking with iphone 4
If you’re with Telstra call iPhone support on Telstra iphone support 125111 at the voice recognition prompt say “iphone”. Work your way through the system to get to the unlocking section
Telstra may charge you $100 depending on whether you are out of contract and if you have land lines etc.
With my iPhone 4 I contacted Telstra 3 times to have it unlocked. Each time they said it was successful processed, but had to wait 72 hours after which time I found it was still not updating in itunes as my previous phone had. I contacted Apple who explained that with the iPhone 4 you have to swap the sim and it then do a restore of the phone with that new sim inserted.
A long and painful process, particularly if you are away at the time and have to go through doing a 450 MB download of the IOS!