Dial #: *99***1#
Modem string: AT+CGDCONT=1,"IP","isp.cingular"
The modem string is extremely important. You set it by going into control panel, modems, select the 33600 standard modem, then set the string in advanced.
Also, you can just use the Cingular Communications Manager and avoid the hassle. Cingular says the 8800 is not supported in CCM, but it is.
www cingular com / midtolarge / communicationmgr
Sorry for the crummy link. It won't let me post URLs since I'm a new user.