it is an option in the phone settings, if you really care. it's a feature done because dialing without a 1 sometimes doesnt work and you get the message telling you to dial with 1, but dialing with 1 never brings an error.
If it bothers you, disable it by:
start>settings>(personal tab)>Phone>(services tab)>Automatic Prepend>Disable.
edit:damn, beaten to the punch
