You'll need to take the SIM out of the modem and put it into a regular phone, then use the phone menu (usually it's in "Security" or something similar) to turn off the PIN request. Depending on the phone you use, you might want to check for instructions online.
I think Alex, one of our devs, has added some new code in the next release to help detect and/or fix this problem.
You might also wanna check the "Troubleshooting" section in the "Help" files for other possible problems in case it's not the PIN. (Macs, by the way, can be tricky - might be worth trying a PC first).
Let us know how you get on! (And really pleased you got to meet Laura). \o/