When I spoke to Orange about net access via my mobile (from a laptop in my case but still connecting to the phone via bluetooth etc) they told me the only solution was to use the GPRS modem in my phone on a £ per megabyte basis. I asked if I could use a conventional 'penny a minute' or '£X a month' type dial up number but they said that mobiles were incapable of moving data from these in the way a landline can.
Now, this may be their standard response so that they get a nice little income from data connections and I haven't actually tried a low rate/free phone dial up number as I don't have a dial up account to give the phone a number to dial into but if it is possible it would certainly be a cheaper option to pay for the duration of calls to such a number than the £3 per megabyte that Orange charge for GPRS data transfer (Not an issue to me as I rarely use it).
Anyway, to get to the point. If you can't use a conventional dial up number and have to connect via GPRS then you'll need to the number to command the modem in your phone to dial. I don't know about other networks but this is *99# for Orange, with no username and no password, all the billing information is sorted out by their end seeing your phone connect.
The one piece of information they didn't give me, and which took me an age to figure out, well about an hour of Googling, was that there's a command line needed for the GPRS modem in the advanced tab of the properties for the GPRS modem (once installed) under modems in control panel. In my case the line is
AT+CGDCONT=1,"IP","orangeinternet"
I've no idea what this line does or what it means. I found it on a forum on which there were different lines for different mobile networks. Unfortunately I'm unable to remember which forum, but perhaps a Google of the line itself will turn up the page and hence those for other networks.
Hopefully, even if the information itself is irrelevant for other networks, just knowing you may need such a command may save you some of the frustrating head scratching I did when all didn't spring to life as it should have.