It seems to me that if you have an IP and DNS, then you are IN as far as your end goes. It sounds like T-Mobile just won't let you pass traffic. Maybe your account isn't set up right? Remember T-Mobile may want to charge you extra to do this, and if you haven't paid the price, they may just blcok you somehow. However, with Cingular, you don't even get as far as you did. It just gives fails to authenticate, which happens before you get an IP and DNS servers.
Have you done any testing? Not to belittle anyone, but if you need a list of IP trouble shooting steps, they are always helpful:
Ping your IP.
Ping your DNS server
Ping a domain name and see if it at least resolves to an IP.
traceroute to a known IP address and see where things stop, if they do.
You get the idea.
Just "can't access web" is kind of vague. It could be you just are not resolving domain names with DNS servers, or it could just be your gateway is wrong or nonexistent. Could be lots of things.
Getting an IP address and DNS servers is about the end of your PPP connection though, which is all you should have to do to get online.
Finally, if none of this gets you anywhere, Google for Internet access with T-Mobile. The same settings are used whether you use a Z, Linux Desktop, Windows Desktop or a Windows CE machine. The settings I got for Cingular were from a Treo site.
