This is directly from Cingular's website:
(I've never performed these steps, so I have no idea if they are accurate or if they work. I assume they do.) Setup of BlackBerry 8800 to Laptop Windows XP using BlackBerry Universal USB Cable for data
RIM BlackBerry 8800 handset purchased from Cingular
PC with an available USB port
BlackBerry Desktop Software installed from accompanying CD. If the CD is not available, download the most recent version of BlackBerry Desktop Software from BlackBerry - BlackBerry Desktop Software | Applications to Synchronize Your BlackBerry and Desktop Data
User should be logged in as Administrator or have administrative privileges in the profile to modify system files
Setting up the modem
1. On the PC, connect the USB cable from the USB port to the side of the handset. Windows will detect the handset and install the drivers.
2. Double click the Desktop Manager icon.
3. Click Options and then Connection Settings.
4. Click Detect.
5. When the Warning dialog box appears, click OK.
6. The dialog box should display: USB handheld found, then click OK.
7. Ensure that the Connection field displays USB-PIN: and click OK.
8. Click Start, Settings, Control Panel and then double click the Phone and Modem Options icon.
9. Click the Modems tab.
10. Click once on the Standard Modem and click Properties.
11. Click the Advanced tab.
12. Type at+cgdcont=1,\u201dIP\u201d,\u201disp.cingular\u20 1d in the Extra initialization commands field.
13. Click OK twice to complete the setup.
Setting up the connection
1. On the PC, click Start, Settings, Control Panel and then double click Network Connections.
2. Click the link to Create a new connection.
3. This will open a New Connection Wizard. Click Next to begin the setup.
4. Click to select Connect to the Internet.
5. Click Next.
6. Click to select Set up my connection manually.
7. Click Next.
8. Click to select Connect using a dial-up modem.
9. Click Next.
10. Check the box to select the Standard Modem.
11. Ensure it is the only modem checked and click Next.
12. Type CNG Data for the ISP Name and click Next.
13. Type *99# for the Phone number.
14. Click Next.
15. If prompted, click to select whether to make this connection available for Anyone\u2019s use, or My use only.
16. Click Next.
in the User name field.
18. Type CINGULAR1 in the Password and Confirm password fields.
19. Tick to select from the available options below and click Next.
20. Click Finish to complete the setup.
Making the connection
1. On the PC, return to the Network Connections folder and double click the CNG Data icon.
2. Ensure the Dial field reads *99#.
3. Click Dial.
You will now be connected to the Cingular Data service.