You Can't use any SIM in any modem without unlocking the modem. So here is simple method to use any sim in modem without unlocking it..
Step by step instruction:
1. Insert SIM in Modem
2. Modem show invalid SIM, just ignore it and close modem software.
3. Start NOKIA PC suite.
4. Goto nokia pc suite connect to internet option.
5. Goto Configure. Select your data card modem,and make all operator apn setting as like when we use nokia mobile connection.
6. Finish set up.
7. Now connect to internet through PC suite.
8. Wow your net is connected without unlocking the modem.