is it illegal to "unlock" your cellphone?

[devilwearsprada01]

and if yes, is it easy to get caught?

[john]

It is not illegal to unlock, jailbreak, or root your phone. The only thing any of the aforementioned will do is void your warranty....

[googlegirl]

Nope unlocking is legal..It was illegal once but Got a good response from the white house about legalizing cell phone unlocking. here is the source:
White House responds to petition: unlocking phones should be legalized
The recent ruling that effectively bans third-party unlocking has ruffled more than a few feathers, and the people have spoken with their electronic signatures---14,322 of them , to be exact. Now the petition to the White House, which asks that DMCA protection of phone unlockers be reconsidered, has finally received an official response, and it appears that it's for the positive.
You can still get your phone unlocked from any third party vendors like UnBBlock.com (for blackberry phones), http://www.onlinegsmunlock.com(for other model phones) ..there is no issues ..