The K3565, which in fact is a Huawei E160X, is unlocked (at least if bought in Germany). However the dashboard software in the flashmemory of the K3565, "Vodafone Mobile Connect", won't establish data sessions with third party SIM cards. So there is no lock in the device itself, but the dashboard software is restricted. Now what you need to do is simply running a dashboard update which will replace that Vodafone software by Mobile Partner. You'll find download links at
Huawei E160 (E160G, E160E, E160X, K3565) - 3G modem wiki (try the official update from 27-May-2009 and if that fails try the inofficial version - the last time I tried it only the inofficial version worked).