THere are several steps that can block this, but lets start with the first one. On your phone, check the CFW key and make sure there are enough digits optionsed to be able to dial what you want. Right now, if you print your phone, I am guessing you see something like CFW 4 7000, when you press the forward button it goes to 7000. In programming, change the key to something like CFW 8, then in the U.S. you would be able to forward to a local number ie 91234567. If you want to go LD, CFW 12 will get enough digits in the U.S.
There are other things in the switch that also control forwarding options, but start here first and let us know what you get.