IPhone :: O2 Prepaid SIM On 3g (US)?

Here are the specs for my phone:

iPhone Model: 3g (US)
Network: O2 Wireless
Carrier: AT&T 5.5
Modem Firmware: 5.11.07
OS: 3.1.2 (7d11), currently unlocked & jailbroken with blacksn0w


Here is my desired outcome:

Use O2 prepaid SIM with the new OS 4.0, get the push alerts for my apps. I don't really care if I can jailbreak it or not, I don't have any use for the rock or cydia, so this is secondary.

Here is what I do know:

O2 wireless (prepaid, US), runs over network, was told by O2 wireless CSR that any unlocked phone may use the O2 SIM. When I was a subscriber on the network I received all my push alerts, now I only receive my email push alerts and they are sometimes delayed.

My question:

Since O2 wireless runs over the network, do I still need to have my iPhone 3g unlocked? Or do I need to unlock it again? Will I loose my unlock (with the 3.0 upgrade my unlock remained) once I update to 4.0? Will I now receive app push alerts?