Call forwarding active iPhone

I have had my iPhone for about 14 months. Bought it in South Africa, where all iPhones are sold as legally unlocked. From day 1, had the Call forwarding active - dismiss message EVERY TIME I make a call.
Now in the UK, still the same thing.
Have searched the net, havent found anything to explain the need for this message, or a way to switch it off (apart from jailbreaking). Is there a way I can do turn it off without jailbreaking? If not, will it disappear once Vodafone UK starts selling the iPhone?
Thanks.
MacBook Pro 17" Mac OS X (10.6) MBP 15", iBook G3, iMac C2D, iMac G3