I have managed to dial out using my T68 and the 5500. It didn't feel any faster than an analog CSD connection though. The slowness may just mean that T-Mobile has lousy GPRS. I didn't investigate.
I just used the regular Network Wizard, entering the GPRS phone number *99***4# and it made a connection. I believe the 4# selects the fourth GPRS connection in my phone (?).