With Vodafone in Spain and my Treo I used PDAnet:
(can't post link, just google for the above, it'll come up first)
Basically using the Treo as a USB modem. Worked fantastic!
When I got the Blackberry and needed to do this I took out the chipcard, stuck it into my Treo and it worked just the same.
Now I've changed carrier so I've been wondering, too, whether there was soem similar tool for the Blackberry. Otherwise I'll have my Treo freed from Vodafone and use the same procedure (hopefully with success