It depends the module that is in betwen the arduino and the Gm 862, becouse in my case im using the Libelium company device for arduino which have two jumpers, when this jumpers are (both) in the down possition the Gm862 module only comunicate with arduino usb serial chip, and in the other possition the module comunicates with the arduinos microcontroler
I had that problem some moths ago!!
Good luck