yes u can use the data cable which came with the phone (dcu-60).
the cable ur using is good and dont worry about it...
Your phone is locked to ASDA Mobile (Vodafone).

Use the software posted on top of this reply and generate a patch (It should be the same firmware version...

TIP: Flash your phone with latest debranded firmware for that phone and use the same MAIN file to generate the unlock patch. it will definitely work...