In seems in the rush to get the Nokia Lumia 710 and 800 to market, Nokia let some handsets slip out with the unlocked Qualcomm bootloader, rather than the locked Nokia version.
The error was discovered by biktor_gj on XDA Developers, and means these handsets can be loaded easily with custom ROMs.
The majority of Nokia Lumia handsets however are not so lucky, as they ship with Nokiaâ€™s custom locked firmware, and even if your handset started out with the Qualcomm loader, if you have updated your phone with the Nokia Connection Suite the loader will have been overwritten with the official version.
For those lucky enough to still have the Qualcomm bootloader there are now instructions for flashing an interop unlocked ROM are on XDA Developers.
However the effort is still early, risky, and could as easily result in a bricked device which will not be covered by your warranty. It is therefore not recommended to any but the most brave or foolhardy.
The reward however is being able to run home brew applications, which can tweak numerous settings normally unavailable on your phone, and enable new features such as screen shots.
To check which bootloader your phone have, follow these instructions at WPHacker here.