Hi Karen,
I'm afraid if it's a UK SIM card that you purchased, it will need to connect to the UK network at least once before it will work properly. This is because the SIM cards are largely blank, and recieve most of their settings and connection details from the UK network upon initial registration. Without this having happened, the SIM card will not know what roaming networks to use, etc.
Sorry to be the bearer of bad news, but this SIM will not function correctly until you're back in the UK
Jon
eForum Team