I have found several places where travel insurance can be bought that will cover you for the type of climbing you'll be doing in Spain. All the prices quoted below were correct as of the 1st March 2004 and provide cover for a weeks climbing.
Telephone: 0870 010 4878
The BMC has a range of policies. You will need the 'Rock' policy to cover the type of climbing that you will be doing:
Sports Cover Direct
Telephone: 0845 1206400
This direct service has a full range of cover with the different levels providing different levels of benefits.
Telephone: 01327 262805
They have a full range of cover types from straight travel insurance right up to professional expeditions. Within these they offer a number of grades of insurance depending on what you want covered. The following shows a couple of example prices.