I can't remember offhand how to tell Windows to use an IR modem, though I do remember it was pretty easy.

The "phone number" to have the PC dial will be *99***1# . The 1 at the end is the GPRS profile on your phone. If 1 doesn't work, try 2, 3, or 4. (I doubt many phones have more then 4 profiles out of the box). Username and password should be fine to leave blank, as there is none.