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There were two models of the 9860 released. One was designed to work ont he Telstra Network and supported the 850MHz UMTS Band. The other was designed to work on the Optus network and supported the 900MHz UMTS Band.
I suspect you have the Optus variant. It will only connect to Telstra when you are in a 2100MHz UMTS Telstra reception area (few and far between).
Never be afraid to back yourself when trying new things, just always make sure you have 3 escape routes if things go wrong.