The Nokia 6600/6610 Vodafone NZ access to PXT guide.

Goto http://wireless.vodafone.co.nz

Click on "Mobile Phone Configurator"
Click on "PXT™ Configuration"
Select phone type "6610"
Select the MMS Provider
Enter your cellphone number (read the instructions on the page for correct cell number sytax)

This will txt message you with the config for your phone. Install the config and set it as the default

This is where vodafones help stops :) and the geekzone forums help starts.

On your Nokia 6600/6610 go into --- Menu, tools, settings, connection, access points, VFNZ PXT then hit the options button and go down to advanced settings.

go down to "Proxy serv. address" and enter in this value (exactly) "172.030.038.003" (without the " " ;) )
go down to "Proxy port number" and enter this exact value "8080"

back out of those menu options and try PXTing ... you should be all good

Cheers
Josh