If you want to access the internet via your phone 3G/GPRS connection you can use Bluetooth PAN. In my case I have a Sony Ericsson W715 so the first thing to do is to tell the phone which connection to use Menu > Settings > Connectivity > Bluetooth > Data accounts and select the account that you normally use to browse the net from the phone.
Then turn on bluetooth
Then in the mac:



In the next screen enter your phone model and apn in my case its online.telia.se and he cid i used 5 because i think itsd unused
See summary and click quit


Turn off Airport or any other connection that you may be using and the go to your newly created connection and click on “Connect”
