How to make iPhone activated during the call ?(how to use the iPhone in between the call ?) ? plz help

i have recently purchased an iPhone. I am using a calling card to call on a phone no. in india.

After dialing the access no. i need to enter the pin no. to access my account.
But the problem is - after dialing the access no. when i need to enter the pin no. , the iPhone screen is off and doesn't allow me to do anything and it also flashes in between sometimes.

Please advise if this a problem with the iPhone or what?

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