I think there is only one trick. You put the phone in discoverable mode, then go to the PPC BT manager and select new, and choose the connect to internet via phone option. It should find the phone, go through pairing, and eventually get you to a new connection screen. Typicaly you set up a new connection, as if it is a modem, and have it dial *99#. The other entries are specific to your carrier. I seem to recall T-Mobile was all blank, but Cingular requires a username and password. They are the same for everyone, but they need to be there.
Username:
[email protected] (upper case)
Password:CINGULAR1 ( upper case)