Unlocking a bootloader has always been a trickiest thing to do for a beginner or even for a pro sometimes. Like unlocking any other bootloader, it requires to enter some commands manually. Well after listening that many of you might be thinking that probably we should find another way. But, wait up I am not finished yet. It is difficult, but if you are being provided with a step by step guide through the process and to make it more easier a guide with screenshots would keep your confidence high that if what you are doing is right or not.
You probably should say thanks to one of the XDA Member fma965 for this complete guide. So now the Xperia Play users have a guide to unlock the bootloader of their device. To add a little bit to this, some Xperia Play devices can have their bootloaders unlocked manually and some can’t. This guide will immediately help identify which is which. For the complete guide follow this thread, you will get all the steps and all of the required ADB drivers and fastbootfiles so you do not need to install the Android SDK in order to make it work.
Source: XDA Developers