It's a known issue which O2 are investigating.
You need to call customer service and they will activate it for you
Call 202 from your mobile or use Skype to call 0800 032 1402
All other numbers and methods of contact are in this guide
When you call, you will be asked for the reason you are calling,
Stay silent for 15 seconds and you will be taken to the keypad options.
Press 2 for Everything Else
Press 5 for More Options
Press 7 for Anything Else which will put you though to an advisor.
Press Upgrade, Lost/Stolen or Fraud if you have to.
8am is the best time to call