This should work for an EDGE network. I don't know about a 3G one.
TCP/IP
Set it to Connect or Configure using PPP. You can leave everything else emtpy.
PPP
Account name (ie, username):
WAP@CINGULARGPRS.COM
Password: CINGULAR1
Phone number: *99#1
(I would click Save Password)
For PPP options set what you want except you might want to turn off "Send PPP Echo Packets", and "TCP Header Compression" as that can cause problems for some.
Modem
Try the Motorola iR Timeport (7098)
Click Apply now. Go back to PPP and click Dial.
If you close the computer without logging off the modem (or other like events) the phone sometimes gets confused and just will not allow another connection. Just turn the phone off and back on and it should work again.