Connecting to internet using mobile phone as modem is easy from windows XP. The manufacturer provides you with the softwares required for windows - all that was required is to install the software and run the application. But when it comes to Linux, the whole picture changes. There is no default software from the manufacturer, there is no other third-party applications available.
Most of the linux users, like me gave up linux when they faced this. I had searched the net for days (months maybe), but got nothing valuable - there is always the geeky way, setting up wvdial/kppp running commands from 'terminal'. But, when I found out that all these were not required, everything needed to setup the connection was just a few clicks away - I felt a fool of myself - for not taking the effort to look for it. It even has all the mobile sevice providers details for each country with the access point names (APN), for which we had to call the customer care earlier!!!.
I tried this with Ubuntu 10.10 and nokia 6300, but Iam sure this works for all other linux OS and mobile phones.
This is what is to be done.
Step 1: Go to System -> Preferences -> Network Connections. The below screen pops up.
Step 7: The settings you have selected is shown. Click "Apply" to confirm the settings.