Make sure you've called to get the Media Net Unlimited. And not any of the other MediaNet packages. They have too many which are for text messages, or combinations of, or picture mail or what ever.

Just make sure you ask for the "unlimited internet" or if you don't have a cingular plan just get the: "SmartPhone Connect Unlimited w/Xpress Mail" which is just $19.99 /month.

To get you going the MediaNet Unlimited with just internet (no messages, or picture mail extras) is $14.99 so if you have trouble with the rep make sure to step him/her through the list and keep saying "NOPE" until they tell you a plan that's $14.99 and includes nothing but internet access.

Then hang up and follow the instructions that JDeats showed you here to get online.

JDeats' advice is excellent (and well written)
Just be careful that some things are in upper case and some in lower case.
According to the: http://www.gruups.com/cingular_internet page you have to have the APN of wap.cingular in lowercase (it shouldn't matter but I'm just following the page) and the username and password in upper case.

There's also instructions there about how to do it with bluetooth (it's super easy. As long as your cell already connects to the internet just fine it's just a matter of pairing it)