It works fine but the idea is (a lot of people in the desire forum were confused by this aswell) is that it switches when you get no network coverage at all.
You don't need to go and manually select the network and you can't suddenly one day decide that you prefer Orange over T-Mobile and go into network settings and change.
If your T-Mobile signal drops COMPLETELY you will start roaming on the Orange network, similar to what happens when you're abroad. As soon as your phone is then able to connect to the T-Mobile network again it will go back to T-Mobile (even if you were getting full bars on Orange and only 1 on T-Mobile).
You also only get GPRS Speeds when "Roaming".
Devices: HTC Charmer (Sold), HTC Touch Diamond (Broken), HTC G1(Sold), HTC Desire (Sold), HTC HD7 (Broken), Samsung Omnia 7, Nokia Lumia 800
OS's Used: Symbain Series 60, WM6.5, iOS, Android 1.1-2.2, Windows Phone 7
Computer Science Student at the University of Birmingham.