Apple’s iOS is as closed an operating system as they come. Before anything can be installed on the iPhone, it has to be checked by Apple. Android has gone the other way. You can install almost everything you want to by changing a setting on your phone. This allows you to download packages from anywhere and install them on your phone. The difference between these approaches also determines the safety of the system. But we all want to do exactly those things that we are not allowed to. And that is how jailbreaks came along. To secretly activate panorama mode on your iPhone 4 with iOS5 for instance.
Microsoft has taken another approach. Just like Apple and Google, Microsoft asks you $99 to become an official developer. Like the others, Microsoft only allows official developers to offer apps in the market. However, unlike the others, Microsoft also offers a way around it. For $9 you can get ChevronWP7 labs. That will allow you to unlock your Windows Phone to run your own code on it, or to run the code of others. You can write code and you can share it. You cannot sell it through the market. But it will allow you to move forward and test the waters.
Find out more at http://www.chevronwp7.com/
(Image pulled from the ChevronWP7 homepage)