There are at least two distinct problems/parts:
1) Setting up the Windows PC correctly. I used the instructions on the following page when I set up a Windows XP computer for BT networking with a Palm PDA. The Windows side should be similar: http://www.whizoo.com/bt_setup/
2) The N800 has a wizard that will find a BT device with a Phone profile and do all your setup for you. Unfortunately it doesn't bother with PDA profiles or computer profiles. so you have to do the setup in a more manual, different way.. buuut I think it can be done through the UI (no command line), but I'm not certain. Someone else has done this for sure and will step in here with that information (I hope).