But, it's fixed to the Three network. So, I needed to learn how to unlock it.
Make sure that you have backed it up and upgraded to at least version 5 of the software.
Find your IMEI number
I looked on the Three website and had to fill out a form requesting that the phone be unlocked. You will need to have the IMEI number of the phone in question.
This can be found by dialling *#06# on the keypad.
It's usually about a 15 digit number.
And, yes, they will charge to unlock the phone - they will either call you to sort out credit card details or add the additional charge to your next/final bill. I believe it was about £15 - I have yet to be charged so will update when I know for sure.
Once I had completed the form, I received a text from Three saying that they had processed my unlock request and that 'To finish unlocking, just insert a working non-Three SIM and connect your device to iTunes.'
I also received an email with an attachment giving a more detailed explanation that offered two options - one using the iPhone on its own and the other the iTunes version.
Remove SIM card and insert non-Three version
So, first of all, I had to work out how to remove the SIM card from the iPhone. Even though I have one of those proper paper-clip style devices, I could not get it to work until I watched the video. I then realised that there is a knack to finding the correct way to push which will release the little drawer tray in the side of the phone containing the SIM card.
Then I had to work out how to remove the SIM card from the Galaxy S3 but, before I could do that, I had to get the back off! The previous video advocated using the edge of the SIM card and this video advises using fingernails - not if you've got girl's finger nails and don't want to break or snag one! In the end I used a combination of both, and a bit of finger nail insertion around the sides to persuade the back of the S3 to come off.
How to unlock iPhone 4
So I tried attaching it to the computer to get the help of iTunes. Eventually, this did trigger the Activation Required message and I followed the instructions on the screen, ensuring it was connected to my WiFi and then for a few minutes whilst the activation process was undertaken.
Finally, O2 appeared in the signal bar and the home screen returned. My iPhone 4 was now unlocked from Three and operational on O2.
At the end of the pdf, there are two Apple help links for those who have still not been successful.
Looking at them, they seem to say very little that is different to what came in the pdf. Previous experience with Apple help means that this does not surprise me. Free online help from them is pretty much non-existent if you have a problem and I have relied on various YouTube videos and forums to get any help whatsoever.
Which is why I first began writing up the answers to my own questions about iPhones on my own blog in the first place.
One, to help me remember if the problem recurred and also to try to save others from the hours of searching it had taken to find my own answers.