If you want to keep your personal number, you'll need to buy another phone to hold onto it or let them supply with a phone that meets their policy. Lots of employers are changing policies here to save money and keep control of the number so that clients/partners don't end up calling an ex-employee and giving their business to them.

If your employer's made it a part of policy, you'll either need to get an exception to the policy (probably hard to impossible) or find a new job. You might be able to get them to sign some sort of agreement that you'll port your number to them, but that if you leave the company they're bound to return it to you (they might go for that).

How you want to play it depends on lots of things, but that's pretty much what it comes down to.