I noticed you also posted this question in the cell phones foum, but did not receive the answer you were looking for. I found a detailed guide to connecting a Pocket PC to a cell phone. (Note that it is a PDF document) Although the guide specifically mentions an HP Ipaq and Nokia 6310i, this process works for all current bluetooth-enabled Pocket PCs and cell phones.
However, you should know that bluetooth is rather slow compared to WiFi and broadband, and that the exact speed varies based on the cell phone. For instance, the Nokia 7650 will give you about 180kbps, while the Siemens S55 is around 40kbps. (These are older models from 2004, but help in showing the difference in speed.) You may want to consider this when making your final decision.
Hope this helps,
John
P.S. I was unable to find a good guide for a Palm device, but it can be done as long as the Palm is bluetooth-enabled. However, I would recommend a Pocket PC as they are generally cheaper feature-for-feature.
I'm still only thinking of getting a PDA, because I'm stuck on one point. If I'm somewhere where I only have a cell phone and a PDA available to me, can I use the cell phone as a modem to connect the PDA to the web for surfing? Let's assume I have the "proper" cell phone and the "proper PDA." I would vastly prefer not to be fooling around with a USB cable at the same time so let's say I have Bluetooth. What, exactly, is the procedure for connecting to the web? Please explain step-by-step so the technologically-impaired, such as I, can understand. If it's impossible to do it with Bluetooth, but can do with USB cable, how is that done?
Thanks for any help you may offer.

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