Just saw this on MoDaCo and I just succesfully unlocked my wife's phone with it using an o2 SIM.
Put your IMEI in, select ZTE, leave the default model as ZTE BLUEBELT, pop in the not-a-robot code. In the box above the IMEI you'll receive your code. Gave me the same code as Nckcodes sent me.
Use the dialler and enter this to see your IMEI: *#06# (don't press Call!).
Get your unlock code from the site above.
Double-check you used the correct IMEI number -- it's free to retry!
Turn off your phone.
Open the back.
Remove the battery.
Remove the (Orange?) SIM card.
Insert a SIM card from a different operator.
Turn on phone.
(If prompted, enter any PIN number that you may have set on the new SIM.)
Now you should be prompted to enter the unlock code. Do it carefully!
All credits go to Arr Too @ MoDaCo