Yes,your Sony Ericsson W880i will work in France but you need to pay high roaming costs.To save money,you need to unlock it.You can unlock it easily by using unlock code.You can get this code at low cost from the site Prounlocking.com here you also need to specify the IMEI number of your phone.After unlocking it,you can use freely any GSM Network SIM card in France or any other country.This is a permanent unlocking method.
Note:Unlocked mobile phones generally have a higher resale value than a locked phone.