iPhone 3gs 4.1 basdband 05.14.02 Unlock

You can talk to the carrier to which the iphone is locked and see if they offer official unlocking.

Hacking/jailbreaking/un-official unlocking cannot be discussed here. It also voids your warranty and may brick your iphone.

Any shops or stores that unlock iPhones only have access to the same free tools you have access to at home, except they'll charge you for the privilege of hacking your phone and voiding your warranty.

The only people who can unlock your iPhone is the original network provider to which it is locked.

You should contact your network provider and see if they can unlock it for you. I had mine done officially by O2 in the UK for free.

In the UK - Orange, 3, O2, Tesco and T-Mobile will unlock the iPhone officially. Only Vodafone will not.

What I asked was, will o2 company unlock my iphone 3gs

No you didn't - you never mentioned O2 at all. You said:

+"if I take this phone to *any shop or store where they unlock phones*, will they able to unlock my iPhone??"+

O2 will unlock your iPhone: http://www.o2.co.uk/unlockmyiphone - the baseband version is irrelevant for official unlocks. Baseband version is only relevant to unlocks done by hacking, which is clearly what you were referring to as "baseband version" is not even a term used in the iPhone and you also mentioned +"programs at home"+.

Make sure you read the FAQ on the above page.