Using the thread pointed by Zach I managed to get BT PAN up and running between n810 and WM6-based PDA (and built-in internet sharing). Procedure for sharing connection from computer is similar, but involves setting up connection sharing on PC. It's not really newbie-friendly and in general steps goes like this in Windows XP:
1. Connect the PC to the Internet.
2. Edit the properties of the Internet card so it shares this connection with Bluetooth Networking Adapter
3. In your Bluetooth Stack on the PC turn on "Bluetooth PAN" or "Network Access" profile/service.
4. Pair your computer with n810 - write down the PC's BT MAC address - you can find it while pairing on n810 and in Bluetooth interface properties in your BT software
5. Install becomeroot package on n810
6. Write down the script from the thread pointed by Zach in a file, for example scriptname - in your home folder (/home/user/)
7. Modify the script. At least those lines need to be modified:
a. BTADDR='00:xx:xx:xx:xx:xx' #put computer's BT MAC address
b. IP=192.168.2.2 #in case of most windows internet sharing setups should be 192.168.0.x (x=any number between 2 and 254)
c. GW=192.168.2.1 #192.168.0.1 in most cases
d. NS=10.6.101.1 #put your operator's DNS ip address. Sometimes 192.168.0.1 also works
e. PAN_ROLE=GN #GN neets to be changed to NAP
8. Make this script executable (chmod a+x scriptname)
9. Execute command in terminal:
gconftool-2 -s -t string /system/osso/connectivity/IAP/DUMMY/type DUMMY

and now let's connect:
1. Make sure the computer is connected to the Internet and Bluetooth is turned on
2. Put n810 in the online mode and connect to DUMMY
3. start the script with command ./scriptname

After a while BT icon should turn blue and yo should have internet connection working on your nokia.

Comments:
1. I copied, pasted and edited the script with command line in Xterm and used vi editor. It's really anti-userfriendly method, probably there are some easier to use text-editors, but haven't seen any so far for ITT.
2. When I say "execute command" I mean type (or paste it) in Xterm command line.
3. Not going into details on internet connection sharing in Windows XP nor Bluetooth stack configuration because it depends on the way internet is connected to the computer, Bluetooth stack (5 different out there), Windows version (and I have no idea about Vista - who use this crap anyway?), and language (I use Polish version right now and don;t have access to non-localized version at the moment).
4. You can also install the final script as an icon in the menu system (and then on some toolbar) - it's another script to copy, modify and start once - found info on this forum.