This is how to connect to the Internet on the road via GSM phone provided by Cingular/AT&T Wireless (gotta have unlimited data plan though).
First, enable bluetooth on the Cellphone (mine is Cingular 8125) and check the "Discoverable" box. Do the same on Macbook. On the cellphone, add incoming port to this newly discovered device (Macbook). in my case, I use COM6.
From MacBook, click Apple -> System preference -> Bluetooth. Select the newly discovered device (cellphone), check both "Access the Internet with your phone's data connection" and "Use device as handset for this computer". It will auto-configure it. Ensure when we click "Edit Serial Port", it shows a virtual port (RS-232 compatible).
Now, to setup the dial-in configuration, from Apple -> system preference -> Network, add this under "PPP":
Telephone number: *99#
Account name: email@example.com
Now, if you try to dial in, it will use the bluetooth to your cellphone (acting as a wireless modem), and badaboom...you're connected!