Just had a word with my son (who works for France Telecom, owner of Orange & TMobile) about this. He has been heavily involved in the merger of these two networks and says that phones should have been freely jumping between networks for a couple of weeks now without either you or them having to do anything. The link up has been made as seamless as possible so you won't notice when this happens.
Of course, that also means that you won't notice if its not happening either [-X :-k