I had some questions regarding Nokia E61i as modem for my Macbook Pro in the past. I have posted how I got that working as a comment on one of the E61i posts (the one about Nokia and Papyrus, I'll dig up the link).
Please, read my comment, and post further questions here!
Btw, I am posting this from my Macbook Pro connected to the 'net over bluetooth and the E61i. So it works!
update: This is the interesting post!
Take care,