Step by step instruction:
1. Insert SIM in Modem(for wireless modems that connect internet using sim)(eg idea net setter,vodafone usb stick,etc)
2. Modem software will 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 settingas like when we use nokia mobile connection.
6. Finish set up.
7. Now connect to internet through PC suite
8. Now see your net is connected without unlocking the modem enjoy for Any problems ask in comments