I still think it's locked to Vodafone. I know someone here bought a PCI Express HSDPA module and couldn't get it working on a Dell because those laptops had the firmware locked to a certain operator - not SIM lock.
So I suspect the device might be "SIM unlocked" but the firmware only works with Vodafone SIM cards?
Came across this thread when trying to do the same... my dad brought home a Vodafone branded E160x after using it in the UK on prepay. After a bit of research I too thought it'd work great for him on XT network and went ahead and unlocked it with DC-Unlocker and re-branded/re-flashed with Huawei's generic "Mobile Partner" software.
Popping in my XT sim I had no luck... I put my vodafone SIM in and it worked straight away (connecting to UMTS 2100) but what suprised me was that under Mobile Partner settings/options its showing a UMTS 900 connection option as well! The UMTS 900 option doesn't show up on my E220 or E800A (as expected) so its looking like this is the perfect little Vodafone USB stick instead. But I'll confirm this when out of Auckland.
A bit more research shows that the E160 apparently comes in three flavours: