You need to explain the issue more clearly.
What messages?
SMS messages should just work as the SMSC/message centre number should be set automatically by the SIM.
You seem to be using an iPhone so are you referring to iMessage or something?
iPhones and iMessage/Facetime may need activation on the network - this requires some cash credit to cover the cost of a UK SMS that is sent as part of the process (25c). Depending on your version if iOS this can be done on the phone itself or else by syncing with iTunes.
Or are you talking about voicemail messages? In which case see the key post on this:
How do I use my Voicemail?
Anyway - as I said above maybe you can clarify the problems/issues a bit more so people are in a better postion to try to help.
Hope this helps.
