Easy way to jail break your iphone (go to Europe and use SIM card there) and when return home or if need warrenty work, reverse.
www.jailbreak.com then follow instructions.
To reverse, hook to itune and "restore"
Cannot be system 4.0.2 or later (must be 4.0.1 / 3.2.1 or earlier)
If newer system, google PwnageTool or SnOwbreeze or redsnOw.
I have not used them and don't know if they are reversable.
Note. Current US Law oks jailbreaking. Just screws your warrenty, but with this you can restore to natural