Sending SMS using at_client example

Should it be possible to send SMS with the at_client example, and is there any special requirements to do so?

This is the AT commands setup procedure I've used:

AT+CFUN=1
OK
AT+CPIN="1234"
OK
AT+CNUM
+CNUM: ,"+47123456789",145
OK
AT+CEREG?
+CEREG: 0,5,"0AF1","02055515",7
OK
AT+CNMI=3,2,0,1
OK

After this I can receieve SMS. But if I try to send one, the following happens:

AT+CMGS=17<CR>0691746435990511000A91742904694700000B04F4F29C0E<SUB>
ERROR

It looks like I get the ERROR as soon as the carriage return is sent

AT+CMGS=17<CR>
ERROR