I had the same problem. It appeared to send an SMS to the UK whenever I tried to activate iMessage. Once I turned this feature off, the UK SMS' stopped.
I called Apple support about this but after being left on hold for over an hour, and talking to 3 people who had no idea whatsoever about how their own product works, I gave up.
iMessage does get activated on my iPhone, including the phone number. The problem is that it gets deactivated randomly after that, and then it tries to reactivate itself again, sending another SMS. And that happens over and over again.
After being hit by this problem, I activated iMessage again, and when the alert "Your carrier may charge for SMS messages used to activate iMessage" appeared, I tapped "Cancel". Then the activation proceeded anyway, but only for receiving iMessages at my e-mail address(es). I cannot receive iMessages sent to my phone number, but iMessage works fine otherwise. No more SMS and no more random deactivations.