Firstly upload a blank sketch to your arduino.
Connect pin 10 to arduino ground.
Connect pin 4 to pin 0 of arduino.
Connect pin 5 to pin 1 of arduino.
Set hyperterminal to the port your arduino is connected to. (com3 for me)
Bits per second: 9600
Stop bits: 1
Flow Control: None
Now once you are connected, try sending "AT"
The phone should respond "OK"
If it dosent, try switching pins 4 and 5 around.
If it does work. ATD is the dial command. Ie. ATD777 to dial the number 777.
Now if you want to send commands to the phone from the arduino you must switch pins 4 and 5.
You can use the command serial.println to send commands.