hi mrs chappie,
ive just moved to asda myself recently.
yes, as already mentioned, youll need to get intouch with 02 for a PAC so you can keep your existing telephone number.
my phone was locked, but vodafone very kindly emailed me a brief procedure as to what to do with various codes and button pushing, to enable me to unlock the phone so i can use it with asda.
all i had to do was wait until my contract ended with vodafone (midnight 22nd july) i then rang asda with the PAC who gave me a port date, this is a date that you will be moved from o2 over to asda with your existing number, it usually takes 48 hours.
once its all completed, you just need to ring them back on 2732 to register your details with them and they will talk you through various things and answer any questions you might have.
i found their call centre staff very helpful and friendly.
calls are 8p a min and texts are 4p each - so not bad really eh!
good luck :o)