That message might be generated because you've got 'call divert' enabled (especially if it's enabled but there's no valid number number for the call to be diverted to).
'Call divert' is a service provided by your phone operator (rather than by the phone itself), so the way of disabling it varies across operators. (Basically you need to 'call' a particular number to do so but that number will be different for each phone company. With Vodafone, for example, you call ##002# ).
So which phone company are you with?