In various cellular radio or mobile radio systems presently in use or being developed, the geographical coverage area of the system is divided into smaller separate radio areas or cells in such a way that when the mobile radio is in a cell, it communicates over the line based network and a radio station (base station) located in the cell. Mobile radios belonging to the system are free to roam from one cell to another within the area of the system. An example of such systems is the digital mobile radio system GSM (Global System for Mobile Communications). When a subscriber in the same system or in an external system wants to call a mobile radio or a mobile subscriber Mobile Station (MS) in this kind of cellular system, the network has to know the actual location of the mobile radio MS in order to be able to route the call to the right mobile services switching center (MSC). In the GSM system, for example, the number selected by a calling subscriber contains no information on the actual location of the called MS. Therefore, to set up the connection, it is necessary to determine the location of the MS by utilizing a routing address, i.e. the mobile station roaming number. In the GSM system, this information can be provided solely by the home location register (HLR), which is a database in which subscriber data, such as location data, are stored permanently. Therefore, in order to be able to route the call to the MSC within the area of which the MS is currently located, it is necessary to send a request to the HLR. In the GSM system, each location area consisting of several radio cells comprises a visitor location register VLR, which is a database in which subscriber data are stored while the subscriber visits the area of the VLR. The VLR gives the HLR the information required for routing calls to the MS and participates e.g. in the switching of calls in the MSC. In case of a mobile terminated call towards a mobile station being set up, the Mobile Switching Center (MSC) requests (from the Home Location Register) information that are specific of the mobile station. The HLR forwards the roaming number provided by the VLR to the requesting Mobile Switching Center (MSC), and so the Mobile Switching Center (MSC) routes the call to the right MSC on the basis of the roaming number. After the call has been routed up to the MSC, the MSC initiates a mobile radio paging procedure and, after finding the MS, the MSC establishes a radio link with the MS through this radio station and sets up the call.