UK iPhone 4 are factory unlocked,, so you dont need to software unlock them neither activate. factory unlocked essentialy mean "Sim Free" so u can just pop any sim to get it working straight away with any firware version.
But this isnt the case if its locked to the service provider as you yourself have rightly mentioned.
i have got couple of iPhone 4 from UK, never had the problem. also one canadian version. its factory unlocked after all.