Dear Sunil,
The reason why u get those msgs "Entering/ Leaving Service Area" is b'coz of the software indication at CDMA handsets while they scan the radio frequencies. I came to know abt this by my friend who works for Reliance. If u don't want to have them u can go to settings and deselect the service option to "NO".
Also when u switch between coverage area's, ur call will not get lost as i have personally observed this.