1) Remove SIM
2) Insert into old handset that allows you to write your own number in the phone or contacts settings
3) Write your number to the SIM through the special "my number" option found in the settings or contacts (again - this is not the same as just making a phone book entry for yourself saved to the SIM )
4) Replace the SIM into your new handset.
5) Voila! You should now see your number displayed instead of "unknown".