iPhone O2 Unlock-Plugging into iTunes 3G

Hi All,
Ive recently requested an unlock from O2, as Im going abroad for a month soon and wish to use a different carriers Sim Card temporarily.
Ive received the text back from o2, which asks me to put in the new sim card, and then connect to iTunes. Does this Sim card HAVE to be the one I wish to use? Because I obviously dont yet have this particular sim card (planning to purchase while Im over there).
Will any non-o2 Sim Card do the job? I wont have access to my home itunes library while Im there, and for some unknown reason, Apple seem to want to wipe my iPhone if I connect it to my laptop!
Thanks for your help!
Windows 7 Pro, PC iPhone OS 3.1.2