Tramain is correct if you bought the phone unlocked from sombody who unlocked it for you. But if you bought it from an Apple authorized seller, probably overseas, that sells the phone unlocked with Apple's blessing I am not 100% sure it is also jailbroken.
Thanks, folks for the responses.
Because I am with Vodafone I bought the IPhone new from a non Apple source and it was "software unlocked". ie I was told not to upgrade from 3.0.1 to 3.1.
So I assume it is "jailbroken??"
It has Cydia as an Icon, and I did not put it there!!