Just a quicknote to report success with a Sitecom CN-503 bluetooth modem. For the Nokia, it behaves like a cell phone, to make it work choose "data call".
This is an analog modem which you connect to a plain old telephone line. It is slow (much slower than my UMTS phone...), but it is handy to have when I travel abroad and I have no wifi coverage. It is much cheaper to use a landline than to pay GPRS roaming charges... YMMV.