First diagnose the modem using Query modem and wait for results. A bunch of text will be displayed on your screen. The results should be something like:
ATQ0V1E0 - OK
AT+GMM - 0
AT+FCLASS=? - +FCLASS: (0-1)
AT#CLS=? - COMMAND NOT SUPPORTED
AT+GCI? - COMMAND NOT SUPPORTED
AT+GCI=? - COMMAND NOT SUPPORTED
ATI1 - Manufacturer: QUALCOMM INCORPORATED
Model: 0
Revision: M6600A-SCAUTNZ-2.0.9720T 1 [MAR 11 2012 10:00:00] MP:TRULGE08.09.02RMDM
IMEI: 0127XXXXXXXXXXXXXXX
+GCAP: +CGSM,+DS,+ES
If nothing happens, it means that the ports are not configured properly. Go to Settings of the application and change the ports then try again. When the similar information is displayed you will be able to place a test call.