I think you will need a roaming plan added to your phone
US phones are locked to ATT and UK phones are locked to O2, so you can not put a UK O2 sim in a US phone
The way PAYG works over here is you buy the phone for £342/£391 and there is no contract, you then get supplied with a sim which gives you 12 months free data.
We can also put any O2 sim in the phone, but this will most likely cost you for data usage (sure you could put the settings in to get it for free)