Vodafone SIM card allows you to ring paying numbers abroad?

If I was in your shoes - I would give up with roaming and get a local simcard.

Is your phone unlocked? If so, just get any local simcard and you wont experience these issues.

The problem is that you are calling to intelligent numbers such as the Spanish 902, 901 or 900. Many phone companies do not allow calls to foreign intelligent numbers (no idea if any of the Maltese companies allow you to make those calls). Note that many of the companies using an intelligent number provide to their clients an international phone number which is basically a normal geographic number (fixed line) such as the Madrid 91, Barcelona 93, etc. You can find most of these numbers that belongs to many companies providing services in Spain in this website: http://www.nmn900.com/

Another alternative is to use a VOIP service that allow you to call to intelligent numbers. Telefonica's VOIP service called jajah allow you to call intelligent numbers (at least the Spanish ones -I have not tried with foreign intelligent numbers-) but there is still one problem: many of the companies behind these phone numbers block these calls made from VOIP services. I would say that with jajah I have been able to call "only" to half of the intelligent numbers that I have tried. A few other Spanish VOIP companies that I think that also allow you to make these calls are Telefacil and Telsome.

Many thanks, Smeddie and Lusco, I didnt know this about intelligent numbers. So, how exactly works jajah? you ring them and they direct to the number you want?

You can do it in that way by calling a local number that they must provide you or you can just use the callback function (jajah call your number and the number you want to call).Personally I prefer other VOIP services than jajah but I have just succesfully tried jajah for calls to intelligent numbers.

Thank you very much.