Nokia 6260

kia4life said:
I don't have any service yet, i.e. I don't have a sim card, but shouldn't I be able to do other stuff like change the language and all other sorts without a sim card?

the message is probably telling me there is no sim card.

Most GSM phones are made so that you cannot access the menus without having a SIM card in them. If you can find an old card, most Cingular stores have some lying around, you can stick that in there and check out the menu functions.