Cingular will disavow all knowledge of 'tethering', or using your phone as a 'modem' for your laptop or PDA to connect to the internet, but it works. It's easiest if your phone and computing device have Bluetooth, but you can do it with a cable also. One you have the service, and you can call up 866-CINGULAR to get it rather than going to a store, then go to the Cingular FAQ forum at HowardForums.com for all the setup info. Or post back here and I'll try to help you get going.
Note this only works with GSM service, not the older TDMA/Analog phones.