Thanks jhford. Could you please elaborate more? Where can I download and install the UsbModem that you mentioned?

The way I connected (using the instructions in my original post), I used the default Wireless modem software that comes with the phone. I the past I had used the exact same software to connect my Windows XP laptop to the phone using the USB cable and the XP drivers that came on the CD. This time, I connected using the Bluetooth (instead of USB, not sure if N800 can do USB)with N800 but the rest of the process was the same. I have never been charged extra data usage on top of my unlimited vision data plan when using the laptop (I use occasionally, maybe half an hour in a month, if that).