I just switched phone and networks and since it has taken me a whole day to get the new GPRS connection working - and neither O2 nor Samsung were any help at all .. I thought I should post a record of what finally worked.

Zaurus: C860 with Cacko 1.23 ROM
Phone: Samsung SGH-Z510 on O2 monthly contract

I used the network GUI to create a new Bluetooth - PPP connection
Account tab -
username: username
password: password
Phone: *99**1*1#
Dial using: tone

Modem tab -
Init string: ATZ
Speed: 230400

Auto-detect routing: checked
Auto-detect name servers: unchecked
First DNS:
Second DNS:

I used the BT device Search to find my phone and clicked Set

It's so simple if you have the right combination of settings!

Here's a list of things that didn't work to save anyone else wasting their time.
- O2 customer service - zero help, told me to call Samsung
- Samsung - helpful up to the point where I asked to check networking settings, then they told me to call O2 ..
- O2 website - under the 'active web' section there are guides for XP, Mac, Pocket PC, Palm ... these all gave misleading information the number is not *99#, neither is it *99***1# and the modem command AT+CGDCONT=1,"IP,"MOBILE.CO.UK" doesn't work