Same number new network how does this work?

Hi, i have just moved from vodaphone to Orange and have kept my old number, i have been told it will change over today (did the pak code, and all, in store on friday)... This probably, is a really dumb Qu but ....do i need to put my old (vodaphone) sim in my new phone or will my number get transfured onto the sim that came with my new (Orange) phone? Just a bit baffled! and as i have gone from a fairly bog standard sony ericsson to a wildfire andriod my head is already about to explode! Many thanks