not advertising... but go check out howardforums.com
There are forums for every major phone manufacturer, and every major (US) carrier. Almost all of them have FAQ's on how to setup whatever your needs are, however you may need to do a little searching.
I have a 2210 connected to my sony ericsson Z600, and am using the GPRS data service with it (also have the phone and laptop paired via BT so I can use my laptop on the net from anywhere) and yes, I am a GEEK