There are some telephone mobile company that offers foreigner roamers (one of companies which have done a romaming agreements) a prepaid local number:
it enables visiting prepaid roamers to sign up to the visited network via their mobile device and be allocated one or more local prepaid numbers. The visiting roamer can then use both their home and visited network profiles in parallel. Additionally, when the roamer is using the Prepaid Local Number(s), incoming calls are free, providing an attractive tariffing opportunity.

In my country this service is said to be illegal for the followed reasons:

1. the roamers could act in breach of telephone contract because he uses the SIMcard not according to contract's conditions (which prevents the client from using the SIM through not authorized networks);

2. the host company could be accused to practice unfair competition.

Have you ever heard thi service (PLN). What do you think about?. Is it legal?

Whith best regard.

Etisilat (in the UAE) has been talking about such a service, but I don't think it is currently available. Years ago in the early days of GSM, you were assigned a temporary number (which was hidden from you) when you were roaming on the foreign network. There were some reports that if you could figure out the number, incoming calls were free.

What country are you in?

Italy, I'm talking about italian cell which works in Spain via "Amena" (spanish company)

As far as I recall most providers would issue and link a second SIM card to your domestic number thus resulting in a person using 2 SIM cards. I'm glad that idea was shelved.

Is it handled in a different way nowadays?

Google for "Zebra Roaming". I can't access the ZebraRoaming.com webiste where I am. Don't know if it still exists or not. As I recall, the idea was that you would walk into the local cellular store and they'd record your SIM's public over-the-air ID number and set up an account. For however long you paid for, that number would be used to validate your account, not the code embeded in the SIM. You could have both a local number and your home system number and calls you placed would be charged at the local carrier's rate. Less security but having some conenience.