That number should be read directly from your SIM card.
What do you mean it is completely wrong?
Wrong number altogether or not formatted properly?
What do you have under "My Number" on the Settings/Phone page?
If there is a discrepancy and the above page is correct, not that it should make a difference, but I can only suggest you checking your contacts on your current Address Book to see if Your own profile or any other has a matching entry with the incorrect number.
On a MAC you can also check your personal entry by going to "System Preferences/Accounts/My Account" and then click on Open Address Book Card.
If there is no discrepancy try to compare with a different SIM card, preferably one from ATT and see if the problem persists.
If it's a formatting issue, you may have installed something that enables support for foreign numbers and it is confusing your iPhone as to how it should display.
If so, try restoring and check to see if the problem persists.