Got it working last night at around 3:30 AM !!!!
I am a Cingular / AT & T customer. This is what I did :
1. In Standard Modem / Properties /Advanced Tab / Extra Initialization commands, I added
AT+CGDCONT=1,"IP","wap.cingular"
Created my new modem connection using Standard Modem.
Gave DNS server address 66.209.10.201 and 66.209.10.202 .
Phone number *99***#
Unchecked "Use IP header compression" in TCP/IP / Properties / Advanced .
User name :
Password : CINGULAR1
I am getting 115.2 K connection.