Nokia 5120 - Manual (Page 62)

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Answering a call when the phone is locked
Press Answer.
Saving the unlocked phone number
Use Menu 4 3 2 2 to save a number that may be called even
when your phone is locked. You will be required to enter the
lock code.
Calling the unlocked phone number
Press or , or manually enter the number exactly as it
is saved, then press Call.