At least for Ubuntu, the Ubuntu forums (http://ubuntuforums.org/) have some sort of an how-to as well, I believe. Look it up there, it will probably be helpful even if you use some other distro. I set this up last summer for my E70 and laptop (Feisty) and it worked great. I just did it by surfing the forums. Involved some conf file tinkering but wasn't too bad.

The "phone number" called for a data connection is actually something like #9* or something like that, I think it might vary by provider.