if I remember fine, if you set a non acceptable serial speed value, this value is ignored, so ERROR string should be appear after your settings... anyway, try to send about 20/30 times AT command at 4800 baud after that, send AT+IPR=9600 (to set up the serial speed), followed by a sequence of 20/30 AT command. So power off / power on the modem and your modem should be recovered ....
If you are unable to communicate, then try this AT sequence, remember to wait OK string receiving before sending next AT command:
1) ATE0
2) AT+IPR=9600
3) Send 20/30 AT sequence (not for all AT cmd you'll receive OK, this
sequence need for modem calibration)
4) ATE0&W
If after this sequence you'll are still unable to communicate with the modem, try to send:
AT+IPR=0
followed by 20/30 AT cmd sequence ... this setting puts the Modem serial speed to fabrication default value.
Hope this help you.