Hmm, in my opinion... wouldn't trust companies who unlock phones...
If they can get your hands on your IMEI that means they can get their hands on the usage of your phone.
Now with me, and my
lovely pay monthly deal... not a risk I'd like to take.
I'd be more safe than sorry - and pay the fee fee from the service provider to unlock the handset.
I'll look up on this company though.
EDIT: Hmm, it seems its solely software based... I'd be wary of internet communication alerts from your firewall once downloaded, though.
Seems a safe bet.