Who is your carrier? If it's Cingular, search the forum or Bugzilla there is a known error in the Mobile Phone Wizard (not sure if it was ever fixed in the latest 4.2007 release).
Being new to this and I have a 800 on order, you sure the phone number is correct? I tried using a computer and bluetooth to connect last night and used *99# and no user name or password like this:
It's my understanding (correct me if I'm wrong?) that the *99***<some number equal to the DUN profile ID on the handset># format is for SonyEricssons (and googling around just now I've just found out Motorola supports it too) whereas the *99# format is for all other makes?
Done a bit of digging and according to a comment in a mac > bluetooth > motorola GPRS connection script I've found, the latter format doesn't tend to work..
Don't know if you were aware the 3 in your dial string corresponds to one of potentially several profiles on the phone? If you've just copied it off a forum post somewhere then it's entirely possible that 3 was the right number for that person but it's different on your phone due to the way your carrier/specific handset model set it up by default..?
If you haven't already, it's well worth going through all the numbers (1-5 or so) and see if any of them connect.
Also I think the right setting on the tablet is Packet Data rather than Data Call, but I guess you might as well try Data Call as well (with each CID/DUN profile number 1-5) as a last resort?
I'm going to try and get hold of a second handset to eliminate one device or the other.