I've tried it with T-Mobile's T-Zones (which uses the GPRS protocol), connected through Bluetooth to a 12" PowerBook G4. It was a pain to configure because there is no definitive way to do this on a Mac. It wasn't very fast either - GPRS speeds are equivalent to a 28000 baud modem.
If you don't mind having an even slower connection, you can use a regular dial-up ISP. It's a lot easier to configure, you just select either Bluetooth or Infrared (depending on your phone and computer) as your modem, and enter everything else as you normally would to dial through a landline. Speeds are equivalent to a 9600 baud modem. It's so slow because the plain cell phone networks (GSM, CDMA, TDMA, etc) weren't designed for data, only voice communications. That's why many carriers offer their own "high speed" (28000) access.
So, it is possible to do, but it might not be worth it. What kind of phone, service provider, and laptop do you have?