What carrier did the iPhone come from in the US? Perhaps the friend can arrange to have the original cell carrier release the lock. Sometimes there isn't even a fee, just the request needs to be made.

In my opinion it was sloppy of him to not arrange for it to be unlocked before selling it, knowing she would want to use it in Mexico.

Once the 'serial number' is officially flagged as unlocked, the next time iTunes updates the iOS the phone itself will be unlocked when it checks the Apple database. This only needs to happen once. After the iPhone is unlocked, it will never become locked again.

Tip: Update the iOS system software using iTines, not via the device itself. iTunes over USB method gives less trouble when doing iOS updates, in my experience.