Using my visa card, I tried to buy some things on amazon and card was declined and also by paypal.

However I bought a phone from orange earlier, money is being held by bank and a memory card.

Any idea's as to why?

Most likely your account has been frozen as the bank suspected it had been stolen. Its annoying they rarely contact you in these cases. If that's true, they should be able to unlock it, just phone them up.

They phoned twice today but i was out,someone else answered but it was a recorded message asking if i was there to press 1 etc, should i phone them or what till they phone back

If you want to use your card you should probably phone them back.

Phone back - if it's triggered a fraud alert and the card is frozen, you'll need to go through their fraud dept to ensure it's free to use - and also ensure there have been no un-authorised transactions.