This could be due either to a mobile phone setting issue, or to a missing authorization by the telephone operator to send phone calls over the CSD data line. Please make sure the phone is configured to operate in GSM/2G and not UMTS/3G.
If that’s the case, and the phone is configured to operate in UMTS/3G or dual-mode, set it to operate in GSM/2G mode (Tools-Settings-Phone-Network-Network Mode-GSM).
Otherwise, please contact your mobile telephony operator to find out if your line is enabled for outgoing calls on the CSD data line. To test by yourself whether the CSD data line on outgoing calls is enabled, you can call a WAP connection phone number via PrivateGSM (ask your telephone operator for such number).
If the call does not stop immediately, but it reaches the "Securing ..." stage, that means the line is correctly enabled for CSD data line outgoing calls.
On the contrary, if the call stops before the "Securing ..." stage, that means the GSM CSD data line is not enabled on outgoing calls, hence you must contact your mobile telephony provider and apply for such approval.