Which PIN are you talking about, we have like 3 PINs in the GSM networks, plus the PUK.
If you do encounter such a PIN , all you need to do is call up your service provider and ask them to enable certain services on the SIM. Of course they will confirm your details first, but I guess that is your SIM right?
Also the GSM modem that you are using might be locked for just one particular network, so what you can do is either flash the Modem with certain programs to open it up for other networks but that's not exactly legal but it's not illegal either.