Hi, has anybody managed to do this by any chance? This is a WM6 phone - it pairs ok, but when I try and connect my 810 just says "connection failed to phone".

I am running WM6 on my 6700. Here is how I got mine to tether. This should work for you:
http://www.internettablettalk.com/wi..._modem_to_N810

This is a well documented problem with Nokiia OS2008 and all Wm5 and Wm6 devices (search for 'Tethering' and DUN').

This is beacuse wm5 and wm6 do not include DUN (Dial up networking) and instead only have PAN, whereas the Nokia used DUN to do bluetooth connection thru the phone (for data access) and does not yet support PAN thru any built-in front-end on the IT. There are scripts to enable this on the Nokia (PAN) but I have failed totally with them trying to tether with my WM5 blackjack so far.

This works great for me:
http://www.mobile-stream.com/usbmodem_wm.html

19.95 though...Works like a charm once it is set up