Posting this just in case someone out there has a similar issue.
I went to London last weekend, and was surprised when I wasn’t able to make calls to my friend, who is a subscriber on the O2 network. I am a subscriber at Netcom, a Norwegian operator. When entering the UK, my phone (a Nokia 6300) automatically roamed onto Vodafone, then Orange and T-Mobile.
Eventually, I figured out that I couldn’t make calls to my O2 friend when I was on the T-Mobile network (the voice message I got was something like “the number you have dialled is not a valid number”). To fix this, I manually told my phone to use the Vodafone network, which is the operator I believe Netcom has a roaming agreement with (though I am not sure).
Sending SMS messages worked no matter which network my phone automatically latched on to, but I think it is pretty strange that I should be able to automatically join a network that doesn’t permit me to make calls to all UK numbers. If you have this experience, make sure to try switching manually to different cell networks.