I've just got an orange SPV mobile, and you can select what they call 'radio off' which switches the phone side of it off.
But to be honest, apart from the mp3 type side of it, and a funky tennis game, which gets pretty boring after a while, i cant see why you'd want to have it on if the phone bit is switched off.
But to answer the question, it is possible to turn them off!!
Tigg