Rumours initially broke via xda-developers, and O2 have confirmed to me this morning that they will unlock any HTC HD2's bought on their pay monthly plans. O2 normally sell all their phones unlocked, though there have been some exceptions, including the HD2. However, so long as your account is in good standing they will Sim unlock the handset for free.
I have just requested mine to be Sim Unlocked, and should receive the details to unlock within 28 days. Not the fastest turnaround but it is at no cost to me, so I can't complain.