If you have the ActiveSync configured like posted before, you have to check if your personal firewall is not blocking communications to the Internet.

This includes Zone Alarm, Norton, Windows XP SP2. If you don't have a personal firewall blocking your communications, this should be all you need. Place the Pocket PC in the cradle and try using it. It's automatic.

If it works, then follow the instructions here to connect to ActiveSync via Bluetooth.