To check if your phone supports PDU mode try the --getsms or --sendsms gnokii commands or use the AT+CMGF AT command.
On a device supporting PDU mode the following will succeed:
AT+CMGF=0
OK
To check which modes are supported (0=PDU, 1=text):
AT+CMGF=?
+CMGF: (0,1)
OK