GM862-GPS AT commands always return error

Hi, I am trying to open a serial connection to my GM862-GPS using hyperterminal on XP. In XP device manager it says I only have a COM1 and COM2, but when I run hyperterminal and connect to COM1 or 2 I type and nothing happens. I connect to COM3, 115200 bps, 8 data bits, no parity, 1 stop bits and hardware flow control. Then it connect fine. I try this:

AT

OK

So I try this:

AT+GMI

+GMI: CXT

OK

I want to check firmware version so I try this:

AT+CGMR

ERROR

With sim card inserted I try:

ATDxxxxxxxxxxx

NO DIALTONE

Trying the same with no sim card inserted gives NO CARRIER

I find it odd that I cannot check the firmware version. No dialtone is quite confusing as well. I dont know if I am actually connected to the correct device because with power off and unpluged, AT still returns OK. But there are no more COM ports to choose from, and if it was not the correct device how come it gives 2 different errors when sim is inserted or not inserted and tring to make a call? Can someone help? I am in uk so think maybe have not set up the area correctly, but dont know how.