1. First of all, create a new connection and name it. Since you'll be using the phone as a modem, select "Connect to: Modem". Next, select IrDA or Bluetooth and the device (phone) you'll be using for this connection. After you're done, click Details... and move to the next step.
2. Here you have to enter the Init String supplied by your mobile operator. Save by clicking OK twice and move to the final step.
3. Go to "Preferences > Network". All you have to do in this step is click the Preferences tab and create a new connection. Name it, enter the username and password provided by your mobile operator, pick the connection you created in the first step and finally enter the phone number. The example below is for slovene Si.mobil. Provided you did everything right, the Connect button should get you connected.