Awhile ago I received an LG TU500, a 3G phone with, among other things, the ability to use it as a modem via Bluetooth. I thought this was great, and set about making it work.
I'd previously downloaded various tools to make it work, but just today I discovered that you don't need to go to all of that trouble, just use Windows' built in PPP capabilities to accomplish the same task.
The following instructions assume you have Windows XP.
First up, ensure your phone is configured to use Bluetooth for Data connections. The TU500 defaults to USB.
Secondly, you need to connect your phone to your computer using Bluetooth.
Thirdly, you need to make Windows pick up the phone as a modem. To do this, go to the Bluetooth Devices applet in Control Panel, select your device from the list, click Properties, click the Services tab, and tick the box next to "Dial-up Networking (DUN)", then click Apply. Windows will do all the setups required.
Once this is done, go to Network Connections in Control Panel, and double-click New Connection Wizard.
Click 'Next', ensure 'Connect to the Internet' is selected, then click 'Next' again. Select 'Set up my connection manually', then click Next.
Make sure 'Connect using a dial-up modem' is selected, then click 'Next'. If you have more than one modem, a list of modems should come up. Make sure "Modem - Standard Modem over Bluetooth link (COMx)" is selected (where X is a single digit number, it differs from one system to the next), then click Next again.
Give the connection a name, for the sake of an argument I have named it 'Telstra'. Enter *99# as the phone number, then click next. If you don't want other users on the computer to be able to use this connection, select 'My use only', then click Next.
If you don't want to make this connection your default, untick the box that says 'Make this the default Internet connection', otherwise leave all values at their defaults, then click Next.
Click 'Finish' to create the connection. If you want to connect to the Internet via your phone, make sure Data connections are set to use Bluetooth, turn your bluetooth on and double-click the icon for the new connection. You should be set in about 10-15 seconds.
Good luck, and godspeed.