The iPhone currently only supports SIM cards from the United States, Canada, France, United Kingdom, Italy, Germany, Japan or China.
A Mac Version of this tutorial can be found here:
Launch WinSCP by selecting it from the program list.
Enter your iPhones IP Address into the Host name field. Enter root into the User name field. Enter alpine or dottie into the Password field. Now click the Login button.
If you do not know the IP Address of your iPhone you can find it by following this tutorial: http://www.iclarified.com/entry/index.php?enid=496
Select Open Directory/Bookmark... from the Remote:Go To Menu.
Enter /System/Library/Frameworks/AppSupport.framework/ into the Open directory: field. Now click the Ok button.
Download the latest PhoneNumber Dynamic Library zip file from: here
A big thank you goes out to timschuerewegen for creating this.
Extract the downloaded phonenumber_dylib_build_8.zip. You will find a folder called phonenumber_dylib_build_8 which contains two files and a support folder. These two files are AppSupport and AppSupport.original.
Navigated to the extracted phonenumber_dylib_build_7 directory using WinSCP's left pane.
Drag AppSupport, AppSupport.original, and Support from the left pane into the right pane. When asked to confirm the copy action click the Copy button. If asked to confirm the overwrite click the Yes to All button.
You can now reboot your iPhone by holding down the Sleep/Wake button for three seconds then sliding the Power slider to the right.
NOTES***: This solution already includes support for many countries. There is a small chance however that it won't have your country. If this is the case you will have to edit the file PhoneNumberTemplates.txt that is inside the Support folder we copied over to the iPhone. Locate the heading for your country and add the correct phone number syntax for your country.
For example Jamaica would look like this:
// Jamaica [jm]
jm 1 011 1 ### #######
[ISO Code] [Country Code] [IDD=International Direct Dial] [NDD=National Direct Dial] [Area Code] [Phone number]
Thanks to timschuerewegen for creating this solution!!