Step 1 - make sure your phone is unlocked. Try a sim from another (UK) network in your handset now. If it works, your handset is unlocked. If your handset is locked consider asking your network for the unlocking code (can be silly money depending on the nature of your contract), otherwise pop down to your local high street shop and buy the cheapest unlocked handset they have - you should get change from £15 as well as £10 credit on some pre-pay scheme.
Remember not all countries are as free and easy as the UK with pre-paid sims - some (e.g. India) require you to register in a big way, including passport for a few days, blood from your first born and all 4 grandparents present.