you would have to make sure that the carrier that it was originally locked to, supports the same bands as O2. try a google search for the spec sheets to the device from both carriers...
also, YES data / bbm / BIS will work, providing that you have a blackberry specific data plan / BIS account on your SIM card..
the device will also need to be unlocked, if that hasn't been done already... you can get that done for free at FreeMyBlackBerry.com
let us know more details about the device you are thinking of purchasing so we can offer more help