That's unlocking. That would depend on your baseband (modem firmware) and what type of iPhone 4 you have. The iPhone 4 CDMA (Verizon/Sprint) will not allow you to do so since there's no SIM tray. On the GSM, you would have to unlock it in order to use it with a different carrier than the one that it's linked to. You can either use UltraSn0w (for iPhone 4 with baseband 01.59.00), a Gevey SIM or other SIM interposer, or an IMEI remote factory unlock. The costs are free, $20+ and $5+ respectively depending on where you get them