This sounds as if it is orange sim related. Easiest way to find out, is if you have a sim from another network, slip it in and see if the app is still there. What does the app do? does it simply give you links to orange services? if so then it is the same as the sim toolkit on the vodafone network, which gives links to things such as customer services travel and account information. The 405 code is sim free version, so there should be no branding at all.