Jailbreak an officially unlocked iPhone My iPhone 3GS was unlocked using O2's official method.

I am considering jailbreaking but am unsure if this will affect the unlock status of the handset.

The jailbreak options available seem a little bewildering, so is there a specific jailbreak method which doesn't unlock and will leave my iPhone with the official unlock?

What I really don't want to happen is to jailbreak and have the phone lock again on the next iOS update.

I am currently running iOS 4.3.3 and use iTunes on Windows 7 x64.
It won't affect the unlock.  A legitimate (ie sanctioned by the carrier and not hardware/software) unlock happens at the carrier level and jailbreaking doesn't affect that.