Do you want to get access to iTunes and the apps store? This is only possible if you have the iPhone or an unlocked mobile device from another manufacturer that could grant you access to it. Unlocking is an officially permitted procedure that will get you what the manufacturer denied you.
However, remember that unlocking is one way of violating the warranty of your phone. This means that your phone will not be repaired free by the manufacturer in case it develops a problem. I do not think that this is much as compared to what unlocking will give you. Unlocking is no longer a strange word to mobile users. Most of them have heard of it. This is why they are researching on how to unlock their mobiles.
If you also want to download extra features and apps, visit websites that offer unlocking services. There are several that will charge you a few dollars for the service but others will do it free of charge. You can also download the specific software and unlock your phone at home.
Whatever route you choose to take, make sure you know what you are doing otherwise you may end up corrupting your mobile software which is going to require additional repair work before you can continue using your mobile device. You will also need ‘mobile subscription’ (also known as ‘mobilabonnement’ in Danish) so you can make and receive calls as well as browse the internet and get connected to the world wide web.