If you haven't got insurance on the phone, it is unlikely that CPW or O2 will replace the phone. Home insurance plans do occasionally cover mobile phones though, so it may well be worth checking there, but be wary of the excess charge.
Just out of interest, when you say the screen is broken, do you mean the plastic lens or the LCD itself? The lens itself shouldn't cost more than £15 for a genuine one, and is easily replaced, but availability is low as far as I can tell. The LCD itself you can get for around £30 on ebay for a genuine Nokia part, and it isn't much harder to replace than the screen. The only tools needed would be a heavy guitar plectrum, and possibly some fine tweezers. If you are interested I think I might have an illustrated disassembly guide somewhere.
If you don't want to do it yourself, try your nearest Nokia Service Centre. They're independant repair shops, but Nokia audits them twice a year. Look at
http://www.nokia.co.uk/nokia/0,,77483,00.html to find one. Or, finally, you can post it to Nokia for repair by downloading the form at
http://www.nokia.co.uk/nokia/0,,76918,00.html , look at section two.