Libelium GPRS module data transfer

Hi all,

I have the GPRS modem shield from Libelium and have been able to get it to do most things. I've run through the tutorial and have sucessfully completed all of this. http://www.libelium.com/squidbee/index.php?title=New_GPRS_module_for_Arduino_(Hilo_-_Sagem)

I wish to use it to make or recieve a data call, that is, dial into it from say hyperTerminal and use it as a serial link. This should be possible with the right SIM card. I have not had any luck doing this as yet and was wondering if anyone else had had success with this.

Any help would be appreciated.

Xan