Thanks. Did not know what I was doing.
The mistake I made was on the client tab, I needed to click on the Open button to establish the connection before I could send the AT command.
Once that's done, I was able to dial with ATDT command to a land line. But when I tried to dial to my another mobile phone, I got the message "No Carrier".
To make sure this is not related to any hardware or mobile phone services plan, I installed a shareware, Blue-tooth PC Dialer, and then was able to dial my land line and mobile phone.
So it must be related to how the phone number was dialed.
I know this is not related to WCL any more but still any help will be greatly appreciated.