Ok, I give up trying to connect to mobile internet. It just fail for me, there could be many reasons from driver problem, dial-up script to service provider. Especially when I know there are many dial-up script (for OS X), that you can try.
Ross Barkman's web page provide many dial-up script for you try, check
here.
Anyone succeed, please let me know.
Basically the mobile internet work like this:-
GRPS
You don't really need GPRS or 3G to connect to the internet, even GSM dial-up may work, what you need is to enable
data service. GPRS and 3G will have data service, You have call up the mobile service provide to enable the service if it is not enable by default.
Some telco provide free service to enable data connection, so may charge minimum fees.
Mobile
If you need to dial-up (through desktop PC/Notebook/PDA), the mobile phone must have a modem function. I am not familiar with mobile phone, check with the provider.
Driver
Even your mobile phone have a modem function, you might not able to dial-up. For some Nokia phone, you need to download the driver for window to get it working.
Dial-up script
Different service provider may need different dial-up script, check with the provider.
PPP option
May service provider will ask you to disable TCP header compression.
OS X, Preference - PPP - PPP Options
Windows, Network Properties - TCP/IP protocol - Options
Bluetooth
Bluetooth is an option, but you need a physical connection connect to the modem (mobile phone). The connection could be an usb cable, Infra red, or bluetooth, they will simulate as a serial connection to the modem (mobile).
You might need to enable the the bluetooth service (RFCOMM) in your software.
Conclusion
Using WiFi is a much easier way to connect wireless to the internet.