I have PAYG phone, obviously with a UK mobile phone number.

Now if Iam abroad, will someone calling me from the same foreign country be able to get though to me?

I have used it in Finland and my phone routed a call correctly to UK wihout me having to dial the UK international dial code (so somehow the Finnish provider knew the number was a UK one) code.... so I am thinking that maybe I am registered on some global pnone database that is then able to direct calls to my phone when I am abroad?

I am in France and any call costs loads; both to call AND receive.

Most PAYG sims are enabled for roaming, within the EU at least. You can just ring up your service provider and they should be able to let you know. The call charges (for both caller and callee) are horrendous on some foreign networks however.

My Talktalk sim card didn't work in Spain so it depend on your service provider.

The person in the foreign country will be able to call you, but they would have to put in the +44 prefix which would route the call to the UK then back again, so they'll be charged an international mobile call, and you'll be charged to receive it.

The only way you can get around what you want to do without big bills is to buy a sim in the country you're visiting.

A way round it is to buy a "Sim4Travel" or similar roaming sim card.