Helen,
You may want to call Vodafone Customer Service to check your tarrif / Price plan for you Modem as from my somewhat out dated knowledge of Mobile phones. A data device eg a Modem should be on a data only Tariff / Price plan so they only work for Data. So as a modem or to send SMS messages
*They shoud not accept voice calls* opps missed this out
A useful link below:-
TPS Registration
HTH
Matt
PS PM me if you need more help.