You need to jailbreak your iPhone to allow support for non-approved applications. Currently this is a one-click (one one-slide) process done by visiting the site jailbreakme.com. Then head to the Cydia store (where you’ll find all these non-approved apps) and search for an app called Ultrasn0w.
However, Apple is officially selling unlocked iPhone devices in Canada and Hong Kong
First, the iPhone needs to be jailbroken to install the Cydia package manager which is just like the Apple App Store. Then, you need to add ultransn0w 1.0-1 from the repository from Cydia-Manage-Sources... Add and then type in http://repo666.ultrasn0w.com in the pop up window.