Dave - I have no problems with my Sony Ericsson phone. Connects without fail.
Anyway - even without a phone connected, the system should recognise the "phone" command but it will respond "no phone connected"
It sounds to me like the system is working fine but your accent is off - are you Northern
Sorry guys, couldn't help it! Seriously, the fact that its ok when engine is off and doesn't work when on could be clarity of command. Make sure you speak clearly and to the microphone (on the A pillar near the sun visor), not the radio.
Failing this, either bring it back to ford or simply disconnect the battery and wait 30mins or so (never tried it, but said to solve everything!)