There is a difference between jailbreaking and unlocking an iPhone. Carriers lock phones to thier own networks to protect their return on investment for subsidies phones on contracts. Jaibreaking bypasses the manufacturers security controls, enabling the install of apps not purchased via the Apple AppStore, but at the expense of security (the "walled garden"). In Australia you can buy an "unlocked" phone from Apple to connect to any carrier, but it is certainly not jailbroken. Whether one needs to jailbreak their iPhone to gain acces to the carrier restriction locks is another matter, to that question, I don't know the answer.