Yeah, you don't have to put another SIM in there. Those instructions in the original post are exactly what I got from AT&T directly. I just sent an email to their unlock address with my name and account information and asked for an unlock code. I had done this on my Pearl back in May and I explained that I got a Curve and needed it unlocked too in case I had to travel internationally. I got an unlock code a couple of hours later.
BES 4.1.6 Exchange 2003 SP2