Just plug it in add the cable to the connection and the ethernet cable connection if you use that. When connected to the computer if no connection switch the Modem off for 10 seconds and on again and leave for 2 minutes before you use it.
The reason you "unlock" a modem is to get it to work on another provider's system - as you would with a mobile phone. If it's a Virgin cable modem and you want it to work on the Virgin system then you certainly don't need to unlock it.
It is a cable modem, so has to be plugged into your cable line to work. You can plug any computer you want into it, or indeed take it to someone else's house and plug it into their ntl/virgin cable point and it will work. Other than that, there is nowhere else it will work.
Also, as someone pointed out, it is actually rented from virgin as part of your package, and not yours to open up and play with.