Just got my X201 with a Gobi 2000 card inside. Since I live outside the US I was never really sure how it would work outside the AT&T and Verizon networks. Even after I received the Thinkpad it was not very easy to find information about how to set it up, so I thought I would post it here - I am sure someone is looking for it...
This is what I got: X201, Windows 7 Professional 64-bit.
Installing the SIM
First of all you are wondering where to put the SIM card. Take the Thinkpad battery out, and you will find the slot of the SIM. The cut off corner on the SIM should stick into the slot.
Configuring a profile
Next, you can use the Lenovo "Access Connections" software to make the connectivity, also outside the US. This is the same software as you use to to manage your Wifi - the one that shows Wifi signal strength in the Windows task bar.
(Note it should also be possible to use the Microsoft Dialup software, the the APN needs to be entered directly into the modem using "+cgdcont=1" - google that if you want to try.)
Back to Access Connections.
For someone new to Thinkpad, you may start with the Lenovo ThinkVantage Toolbox. That is the blue button on the keyboard, and the blue toolbox icon in the task bar. After you have done all your Lenovo and Microsoft updates here, you will notice an exclamation mark under "Security & Networking", "3G Mobile Broadband". It will essentially tell you: "A Wireless Wide Area Network (WWAN) card is installed in your system. Please run Lenovo Broadband Connect to activate your card."
This is somewhat confusing, particularly in the GSM world. What is it will do is not activating your Gobi 2000 card, but activate a subscription with a carrier in the US. Either an AT&T subscription, with an AT&T SIM and GSM/HSDPA, or a Verizon subscription with EVDO (which does not use a SIM). If you have put your European SIM in the Thinkpad this will lead you nowhere.
Just click "Ignore Issues" to get rid of the exclamation card.
Go back to Access Connections - just click on the Wifi signal in the task bar.
For the record, I am running version 5.61 of Access Connections. There is also 5.62 available for download, but it only seems to be adding Sprint settings, which we do not need outside the US.
Now, in Access Connections click on the "Location Profiles" tab, and up to the right do "Switch to: Advanced".
Now "Create...", so you can enter settings for your mobile network.
Give it a name, and as type of network choose Mobile Broadband.
Choose the Gobi 2000 hardware, and click next.
Next screen you will change the technology used from EVDO to HSDPA/GPRS, and finally get some life in the hardware.
Under Select WAN Settings you may choose to go Automatic, or Custom. I believe the Automatic covers about 30 non US networks, mainly European, but if your network is not covered, go Custom, and click Edit Settings.
Now you an choose settings from one of the 30 or so networks in the drop-down list, or just enter them by hand.
For the record, you just need the APN, the Username and the Password. There are the same settings you typically enter into your phone for GPRS connectivity, and they are probably available on your providers website. You will probably want to change your Authentication Option from PAP to NONE, depending on what your provider's instruction says.
For the record, for MTN Cyprus these are "internet", "wap" and "wap".
Click Next, and although the next page looks messy there is not really anything to change - just click Finish.
OK, we are done. Now you can test your connection, either by choosing that as a Location and clicking Connect, or by using the Mobile Broadband radio button and the Connect button.
You should now be able to use Access Connections as a single point to switch between Wifi and HSPA, and have no annoying exclamation marks from the Lenovo ThinkVantage - also outside the US.