You may need to ensure your roaming service is switched on via your online account. Also check that you do not have international calls barred if you want to make calls whilst you are out there.
Log in and select Plan and Device, then Manage Services to amend your mobile services.
Other than that a reboot upon your arrival at your destination will usually hook you up to the foreign network shortly followed by a welcome text from us.
If it does not automatically connect, on the Sony try going into Settings > More > Mobile Networks > Network Operators > Search Networks, cycle through the different networks to see if you get a connection.
I work for Virgin Mobile but my views and opinions are my own. Virgin Media are not responsible for my comments.