If the iPhone is free from network restriction or of same network, your SIM from Sony Ericsson would definitely work on the iPhone. If it is restricted to any other network you need to unlock it in prior. You can unlock an iPhone using remote unlocking service. You can get the remote unlocking service for an iPhone from [B]O[/B]nline[B]GSM[/B]unlock.[B]C[/B]om This method of unlocking an iPhone is safe, simple, affordable, quick and permanent. It doesn't require a jailbreak too.
Certain networks automatically add a data plan when you insert the SIM card into a smart phone. So you must consult with your network provider regarding it.