For anyone who cares... I have spent days researching ways to get the N800 to work with my Centro. I have finally done it and it is much easier than I thought.

I have Sprint SERO with Unlimited Data
Palm Centro
Nokia N800

1. Install USB Modem
2. From the USB Modem Menu disable Built in DUN on the Centro
3. Phone will do a Soft Boot
4. Start USB Modem again and set it to Bluetooth mode then Enable Modem.
5. Pair the Nokia with the Centro as a trusted device
6. Go through the Cell Provider Setup wizard for Sprint.
7. Go to the Control Panel and select connectivity
8. Edit your Sprint connection.
9. Set it to dial #777 Username and Password fields leave Blank

Your done ... enjoy... Hope this helps some other users.