Wirelessly posted (8700g: BlackBerry8800/4.2.1 Profile/MIDP-2.0 Configuration/CLDC-1.1 VendorID/102)
Yes, it is a very common use. Clear instructions have been posted at:
http://www.blackberryfaq.com/index.php/Main_Page
Scroll down to the link about using BlackBerry as a modem.