Pretty straightforward... these steps are all under XP. I can't test under Vista yet... having issues there (I can see my BB and transfer data, do backups, etc. under Vista, but the BB does not charge (although the icon says it is) and if I try to access it as a modem, I get a BSOD).

1. Go to your network connections
2. click create a new connection
3. select 'Connect to the Internet'
4. 'Set up my connection manually'
5. <next>
6. 'Connect using a dialup modem'
7. <next>
8. check only the box for the 'Standard Modem'
9. <next>
10. give the ISP box some value.. i.e. "SprintPCS"
11. <next>
12. enter '#777' for the phone number
13. <next>
14. can opt for anyone's use or my use only
15. <next>
16. leave the username & password fields blank
17. unless your situation warrants it, unselect both checkboxes (use this account when anyone connects to the internet, make this the default internet connection)
18. <next>
19. <finish>