Using Orange phone in US with different SIM?

[Blinkz]

Hey guys,
Off to US in a week and have suspended my contract with orange whilst I'm away. I have a D500 which is triband, so is it possible to take the phone with me and use it with a US payg sim? is the phone locked to orange? if so can I unlock it legally? any help welcome.

 

[Blinkz]

I am already out of my year contract with them, and I have just tried an O2 sim and the phone asked me to enter a network unlock code, so I guess that means its locked.