How can I Unlock a iPhone 4S bought in London, in Denmark?

My friend purchased two iPhone 4S's in London. The salesman in London refuses to unlock the devices since you need a UK credit card, which my friend doesn't have.

Is it possible to unlock the devices when he gets back to Denmark, in a Danish phone store? Or should he refund the device before heading home on Sunday?

If it's carrier locked, only the carrier it's locked to can unlock it.

If you want an unlock phone, the easiest way to get one is buying directly from Apple. These factory unlocked phones will unlock as soon as you connect them to iTunes (and with iOS 5 possibly the first time you turn it on).