What phone/modem do you use?  Does it support the ETSI GSM command set?

Can you talk to the modem directly using minicom or similar?
If so, send it an ATZ<return> <wait> AT+CPIN?<return> and see what happens ...

> Also, I get this error when using gnokii: Hmmm... GSM_LinkOK 
> never went true. Quitting.

According to http://www.gnokii.org/faq.shtml#models, that means gnokii cam't talk to the phone.

I'm however somewhat puzzled by your mentioning gnokii, which is for Nokia phones without ETSI command set support ... ?

--Peter