This is an old question, and for all we know Vodafone always assured those data cards are not locked.
I've just bought an AT&T Pay As you Go SIM (US$19.95 for 5GB data on prepay) and the VMC says "Please insert correct SIM card". I am using the XU870.
Meanwhile I am using a Pocket PC as a modem when not in range of a wireless network (hard not to find one around here in san Francisco).
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