Hi,
I\'ve had this problem as well (using Win2K and a TDK systems USB bluetooth dongle). In my case, the problem was that the TDK software only allows authenticated connections, and was solved by editing /etc/bluetooth/hcid.conf to contain:
auth enable;
(look near the end of hcid.conf). This means that when the Z tries to connect, a window pops up on the PC that allows me to accept or refuse the connection (different BT software on the PC may have different ways of specifying this).
Other things to look at:
Make sure that only one of your PC and Z try to become a PAN master (look for \"Default link mode\" in /etc/bluetooth/hcid.conf, and try editing this according to the comments there).
The NAP service may introduce other complications due to sharing internet connections etc. To get the Z <-> PC end of things working, try using \"--service GN\" instead (this still allows you to connect between the PC and the Z; in fact I am doing this to telnet into my Z over Bluetooth and browse its files right now).
Good luck,
P.