A few weeks ago, I was in the position of having to use my P900 as a modem or risk losing money. I had previously tried to get this working and researched lots of websites, set up phone, computer and Vodafone account but no joy. Vodafone do not support Linux and as I am using Ubuntu 6.06 Dapper Drake this means no technical support from them. Well it used to.
This time I had no alternative and had to the P900 as a modem. I went to my local Vodafone shop to rant and rave about their incompetance and discrimination against Linux users, threatening to change network operator but the very nice people in the shop remained cool and calm and told me that Vodafone had totally revamped its technical support and that I should try again rather than switch to another network operator. Having done the cathartic ranting, I just did what they told me and phoned technical support again and was pleasantly surprised by the change of attitude in technical support. Rather than fob me off with 'Linux is not supported, you should switch to Windows or Mac', they said 'We can't help you but here is the phone number of a group who can' and I phoned and they could. It turns out everything had been right about the set up I had in the first place except that I was using the wrong phone account because 3 didn't mean 3 it meant 1 - i.e. I changed a 3 to a 1 in my chat script and everything has worked since.
Of course this mechanism of getting an Internet connection is extortionately expensive but when you have to do it, it is good that it works.
I have written up some notes on my experience which can be seen here