You can power up the WAN module and unlock the SIM by using the "WAN Settings" utility. On Windows Embedded CE you can find it at Start, Settings, Control Panel. On Windows Mobile you can find it at Start, Settings, Connections.
Furthermore, you can make the same settings from within your own application by using our WAN GPRS Library.
WAN GPRS Library (Windows Mobile Classic)
Microsoft's Connection Manager is not available under Windows Mobile Classic, e.g. on DT-X30. If you want to establish a connection from your own application, please use our WAN GPRS Library instead.