Try cross-connecting TX & RX. That is, PIC-RX to Nokia-TX and vice versa. If you need to invert the logic (likely), see...or you could use two other of the PIC's pins and use SerIn & SerOUt so you can set the logic to inverted.
If the Nokia uses RS232 voltage levels (unlikely) you need current limiting resistors in the TX & RX lines. See the PBP manual pages for SerIn, SerOut.
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