That model number does not look right to me.
MB500K are all the nordic countries but should have more letters to distinguish the country.
O2 is the official carrier in the UK or Ireland - if the phone is a k model it should be locked to Telia, netcom or sonera depending on which country it was orriginaly sold in.

The Dev team are working on FW 3.0 and only time will tell if they are succesful but if your phone is stolen the IMEI will be blocked and YellowSn0w will not work.

Changing an IMEI is illegal in most countries.