Hyperterminal w/ gsm modem

I am using this GSM modem http://probots.co.in/index.php?main_page=product_info&cPath=77&products_id=326

I am having trouble working with it. I am able to sms through the modem and dial a no from the modem or call the module, but everytime hyperterminal hangs up after performing the function.
then have to disconnect and reconnect again.
Is it a harware problem or software problem. I am using WIN7 with 9600-8-none-1-none. configuration in hyperterminal

I am also not able to communicate throgh arduino.
i have connected Rx and Tx of arduino to Tx and Rx of gsm modem respectively.
here is the code

#include <NewSoftSerial.h>  //Include the NewSoftSerial library to send serial commands to the cellular module.
#include <string.h>         //Used for string manipulations
char incoming_char=0;      //Will hold the incoming character from the Serial Port.
NewSoftSerial cell(2,3);  //Create a 'fake' serial port. Pin 2 is the Rx pin, pin 3 is the Tx pin.
void setup()
  //Initialize serial ports for communication.
Serial.println("Starting SM5100B Communication...");
void loop()
//If a character comes in from the cellular module...
if(cell.available() >0)
incoming_char=cell.read();    //Get the character from the cellular serial port.
Serial.print(incoming_char);  //Print the incoming character to the terminal.
//If a character is coming from the terminal to the Arduino...
if(Serial.available() >0)
incoming_char=Serial.read();  //Get the character coming from the terminal
cell.print(incoming_char);    //Send the character to the cellular module.