For a Belgian citizen like me, the answer was obviously YES: the United Kingdom (which consists of England, Wales, Scotland - who together make up Great Britain - and Northern Ireland) is a member of the European Union. But, the other day, listening to my colleagues from UK, I was quite surprised to hear something like When I came to Europe for my holidays, ... Then, I did realise that it was maybe not as abvious as I thought, these guys for UK were talking about Europe as something they were not part of!
Finally, I got the evidence that United Kingdom is NOT part of Europe. When I was in Edinburgh last week, I had to buy a power plug adaptor (I had fogotten mine in Europe!) and here is what I read on the package:
FOR USE IN UK [...] FOR VISITORS FROM EUROPE [...]. Now, It's crystal clear ;-)