K800i SMS ~ faulty phone?

OK hi, I just bought a k800i today. I bought it from the carphone warehouse (UK) with a pay as you go contract from Orange. The guy in the shop set it up for me, and said I should get a few texts within an hour saying that it's registered, what my phone number is, that's it's topped up etc. etc.
Anyway, this didn't happen, so I tried to use the orange website to send me some code so that I could continue with registering the phone... anyway, my phone still didn't receive a text.

The odd thing is I thought is that when I go to the messaging bit of my phone -> write new, I have the following three options:

Picture Message
Voice Message
Email

Everyone I know who has a k...something phone have an SMS option.... So my question is, is there something wrong with my phone, or is it just that Orange screwed up (and sending a picture message without a picture is just like sending an SMS)

Alright, any info on this would be apreicated.
Thank you.

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Just go back to the shop and have it redone.