You don't say which company you're with (Vodafone, Virgin, etc) and whether you've got a contract or you're using pay-as-you-talk. Call Divert is what is known as a 'network service'. Your phone doesn't divert the call directly. All it does is tell Vodafone (or whichever company you're with) to send the call to another number. (As this involves a 'second call', from the phone company to the number at the end of the diversion, there is usually a charge for this service).
If Vodafone's (or whoever's) computer isn't acknowledging your phone's instructions to divert calls it's probable that the deal you've got doesn't include call diversion (i.e. you're trying to do the impossible).
Check with the phone company to see if they do offer call diversion as part of their package but, if you're using pay-as-you-talk, the answer is almost certainly going to be 'no'.
Chris