iPhonelox is a professional software to unlock any apple products. It is well known that applications provided by apple are limited. You can't use iPhone with all the networks as it is usually limited to some providers in the country that are contracted with Apple.
Unlocking an iPhone seems to be illegal but it's not. You have the right for it but you will lose your warranty for your device. So its not illegal at all.
When you unlock your phone with iPhonelox it will target the SIM card to allow to reach more networks. When it comes to jail breaking you will be able to download more applications.
Why is iPhonelox useful? Maybe you would prefer an other provider with more benefits for you but Apple is not contracted to this provider. Maybe you want to use much much more applications above the given limit.
iPhonelox's jailbreakme is a great yet user-friendly opportunity if you want to keep your freedom!