Emily this should help you, I was successful at getting my Curve to work as a modem using the steps below. Make sure you follow the directions & type everything in just as you see it.
Step 2 Line 6 is very important Using BB as a Modem
A BlackBerry device (with tethered modem capability) can be used as an external modem to connect a laptop computer to the Internet.
To set up a tethered modem, complete the following tasks:
1. Install BlackBerry Desktop Software version 4.1 or later
2. Set up the Internet Access Point Name (APN) (one time only)
3. Configure dial-up networking (one time only)
4. Connect the BlackBerry device to BlackBerry Desktop Manager
5. Connect to the Internet using dial-up networking
Step 1
Install BlackBerry Desktop Software version 4.1 or later on the laptop or personal computer.
When you install BlackBerry Desktop Software, the drivers that enable the BlackBerry device to communicate through the USB port and virtual COM port are installed. The Standard Modem, which is used by dial-up networking, is also installed.
Note: If you are upgrading your BlackBerry Desktop Software from version 4.0 to 4.1, the required Virtual COM Port and Standard Modem might be removed during the upgrade process. If this is the case, re-install the BlackBerry Desktop Software 4.1 or later and choose the Repair option to re-install these components.
Step 2
Set up Internet APN.
1. Go to Start > Settings > Control Panel.
2. Double-click Phone and Modem Options.
3. In the Phone and Modem Options window, click the Modems tab.
4. Select Standard Modem and click Properties.
5. In the Standard Modem Properties window, Click the Advanced Tab.
6. In the Extra initialization commands field, type the following: +cgdcont=1,"IP","<your Internet APN>"
(remove<>when typing in ur APN)
Example; +cgdcont=1,"IP","wap.cingular"
Note: If you do not know your Internet APN, or if you do not have an Internet APN, contact your service provider.
7. Click OK.
8. In the Phone and Modem Options window, click OK.
ATT/Cingular Settings
APN: wap.cingular
user name for APN:
WAP@CINGULARGPRS.COM
Password: CINGULAR1
This is how I found my settings on my BB Curve - Options>Advanced Options>TCP. The APN will say, for example, wap.cingular
Step 3
To configure dial-up networking, complete the procedure that corresponds with the operating system you are using.
Windows XP Operating System
1. Go to Start > Settings > Network Connections.
2. Double-click New Connection Wizard. The New Connection Wizard opens.
3. Click Next.
4. Select the Connect to the Internet option. Click Next.
5. Select Setup my connection manually. Click Next.
6. Select Connect using a dial-up modem. Click Next.
7. If the Select a Device screen appears, select the Modem - Standard Modem check box. Click Next.
8. In the ISP Name field, type a name for your connection. Click Next.
9. In the Phone number field, type *99#. Click Next.
10. Indicate which users will have access to the connection. Click Next.
11. Enter the user name and password provided by your service provider. Click Next.
12. Click Finish.
13. In the Connect window, click Properties.
14. In the Properties window, verify that Modem - Standard Modem appears beneath the Connect using heading, then click Configure.
15. In the Modem Configuration window, clear the Enable hardware flow control check box and make sure none of the other check boxes are selected. Click OK.
16. In the Properties window, click OK.
Windows 2000 Operating System
1. Go to Start > Settings > Control Panel.
2. Double-click Network and Dial-up Connections.
3. Double-click Make New Connection. The Network Connection Wizard opens.
4. Click Next.
5. Choose Dial-up to private network. Click Next.
6. In the Phone number field, type *99#. Click Next.
7. Indicate which users will have access to the connection. Click Next.
8. Type a name for your connection. Click Finish.
9. In the Connect window, click Properties.
10. In the Properties window, verify that Modem – Standard Modem is selected, then click Configure.
11. In the Modem Configuration window, clear the Enable hardware flow control check box and make sure none of the other check boxes are selected. Click OK.
12. In the Properties window, click OK.
Step 4
Connect the BlackBerry device to the computer and verify that BlackBerry Desktop Manager displays Connected. The device must be identified by BlackBerry Desktop Manager in order for the modem to establish a connection.
Important: BlackBerry Desktop Manager must be running for the tethered modem to function.
Step 5
Connect to the Internet using dial-up networking.
Note: During this procedure, do not operate the BlackBerry Browser or any third-party applications on the BlackBerry device. An active data session may interfere with the modem connection. Connect the BlackBerry device to the laptop computer.
1. Open BlackBerry Desktop Manager.
2. Click Start > Settings > Network Connections > <name of your new connection>.
3. Enter the user name and password provided by your service provider. (this should be saved there already)
4. Click Dial.
This will solve your problem
Using Curve As Modem 
every BB account has a correct APN assigned to it to determine what functionality your device can have, BB has their own specific APN, when the system routes it back to your SIM and IMSI on your device it will boot the connection as you are not an authorized user of the APN your utilizing...while AT&T cannot charge you for it, if you were silly enough to call and complain they would kindly let you know that you were not subscribed to a tethering plan, therefore should not have the functionality to do so, with out subscribing to the plan 2 things will eventually happen..
Linear Mode
