Modem is almost as big as a PDA

Can't say the same about
its thickness though

Using the modem with your Pocket PC is quite similar to what you would normally do in Windows.

Just go to Settings -> Connections -> Modem -> Make New Connection. There, make sure you choose Generic IRDA Modem.

Then, save your configuration and choose the new connection you made from the Connections program group and dial in. And once you're in, you can start surfing and picking up mail like you normally do. One point of advice though, you might want to skip Hotmail because it doesn't seem to work with Pocket IE (duh!) although Yahoo Mail works fine though.

Also, if you're going to use your cell phone instead of a normal landline, make sure you sign up for dataline services with your service provider first.