If its out of warranty I'd just de-brand it and put the latest firmware on – I think that unlocks it.
I think it is a different thing, unless the latest firmware includes an unlock for some reason. You need to remove the sim lock (locked to a network right?), not the operator branding, which is a totally different thing.
Is it a contract phone – if so, phone the network and ask for an unlock code – some will do that for you for free or cheap.
As far as I know, you need a special box for N95, costs about £200, or a special cable (test pin cable), which costs less, but you need to connect it to the circuit board of the phone, so it is a right old pain to do (and requires an annoyingly large set of phone opening tools). £20 is an alright deal for getting someone else to do it.
Also, have you checked that it is locked – operators don't always lock their phones, so it might not be.
Joe