I just reread the HOWTO and there is nothing about installing software on the PC that I can find. However, I was assuming that the Bluetooth stack was bundled with XP SP2 and perhaps this is not the case. And maybe the bluetooth dongle requires extra software installed (but maybe it can be bundled on the dongle like OP did for his Wi-Fi solution). I really don't know.
What drjazz said (accessing secure sites) plus running net-centric programs like RSS feeds, etc. I want to download content to read later, outside of the internet cafe. Most internet cafe machines are infected with viruses, trojans, and spyware. It is not even safe to login in to gmail or yahoo mail there (I also have pop3) due to keyloggers and maliciously modified browser software and system libraries.

I am doing a multi-month round-the-world trip later this year, hopefully with an N800, so I really want to figure this out This will require some routine money transfers and balance checks. In addition, US laws require you to notify brokerages or banks a minimum of 60 days after any fraud or they have no liability. So you are effectively required to login into all of your brokerage and bank accounts with a minimum cycle of 50 days or so which, when you are on the road, increases the probability of fraud in the first place. There is no way to guarantee security outside of using your own client.

Actually, I didn't know that one could even install a driver (like Wi-Fi or bluetooth) at a cafe.

Travis