iPhone 3g number problem?

I purchased a PAYG iphone in early jan and have a small problem which is bugging me.
I was on Orange but now having moved to O2 i kept my original Orange number and it was transfered after a couple of weeks.The problem is for the 1st couple of weeks i was using the original supplied O2 number that came with the phone before my Orange was transfered over.
If i now go into setting it shows my O2 number not the number i transfered over.When i make a call my transfered number comes up.
I was told it would take a few weeks to show on my phone so my proper number is shown not the old number,but it has been months now.
I have tried taking the sim out and making a call with that in another phone as i was told this would solve the problem.