Connect PDA to internet via Mobile Phone GPRS

I have an HP IPAQ 214 which has built-in WI-FI, BLUETOOTH but is NOT a phone. I have a Nokia 6230i which is GPRS enabled.
I want to be able to connect my PDA to the internet when I have no acces to WI-FI.

I have tried already, but it seems to be asking to connect via Dial-up. The PDA is asking for a phone number??.  My phone currently has the GPRS switched on and can access the web no problem (bit slow but can connect nevertheless). I thought the PDA would automatically recognise the GPRS active and connect to the internet. Should I be using the GPRS phone for Dial-up?

In an answer to a different question, someone explained that if you have a GPRS enabled phone you should not use Dial-up as this is very expensive.

Any advice on how I can connect to internet via the GPRS phone. It is a work phone, but the PDA is my own. Do I need to get any information before proceeding.

Any advice/solutions anyone? Much appreciated.
forever7Asked:
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forever7Author Commented:
Mikal613

Thank you for your reply.
Can this be applied to my PDA running windows mobile 6
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