Here is the code i used to test it with PC:

DEFINE LOADER_USED 1

'UART hardware defines
DEFINE HSER_RCSTA 90h
DEFINE HSER_TXSTA 20h
DEFINE HSER_BAUD 9600
DEFINE HSER_CLROERR 1


'LCD defines
DEFINE LCD_DREG PORTA 'set LCD data port
DEFINE LCD_DBIT 0 'set starting data bit (0 or 4) if 4 bit bus
DEFINE LCD_RSREG PORTA 'set LCD register select port
DEFINE LCD_RSBIT 4 'set LCD register select bit
DEFINE LCD_EREG PORTB 'set LCD enable port
DEFINE LCD_EBIT 3 'set LCD enable bit
DEFINE LCD_BITS 4 'set LCD bus size (4 or 8 bits)
DEFINE LCD_LINES 2 'set number of LCD lines
DEFINE LCD_COMMANDUS 2000 'set command delay time in us
DEFINE LCD_DATAUS 50 'set data delay time in us
DEFINE OSC 20 'set crystal speed



'Main program


pause 1000 'wait for screen to sort get started
start:
lcdout $FE,1, "Sending number.."
pause 1000
HSEROUT ["atd **********", 13, 10]
HSERIN [wait("OK")]


lcdout $FE, 1, "Got it!"
pause 1000
goto start
end


It's running on 16f870 connected trough max232 to com2 port on pc, and i have no problem!
When i connect the phone following way:
PIC--->MAX232--->Data cable (original Siemens)--->Phone

Nothing happens!
That must be the cable. But from other side, phone is listening to commands from pc, using same cable with only 3 wires connected: Rx, Tx, GND
Miricle..