I just updated my 3G unlocked on T-Mobile to 3.0.1 and I recommend you update to it rather than 3.0 because of the 3.0 SMS vulnerability issue.
Here's the steps. First restore to factory settings in iTunes and update to 3.0.1. It will not let you activate it in iTunes when it's done since you don't have an AT&T SIM, don't worry about that, it will activate later. Next, download the 3.0 IPSW file (3.0.0 (3G): iPhone1,2_3.0_7A341_Restore.ipsw ) and save it to your desktop. (this won't affect the 3.0.1 FW you're running). Next, use redsn0w to jailbreak it. After that, use ultrasn0w to unlock it. Reboot and it will activate.
Here's the links you'll need and a how to video you can watch before hand.