Have you added the free International Voice plan, and can you make calls?
The free plan is needed to allow you phone to connect to international networks. That you can receive texts suggests it is already added, but I suggest you confirm.
Joanne, are you sending a long text message? That might be the reason why it isn't sending, because it tried sending as an MMS instead of MMS. Try a short text to see if it's the solution. Also, are you suing an iPhone or another phone?