It took me a little while to figure out how to share the data connection on the Dash with my laptop. It's not blazing (EDGE ~128k) but it's better than nothing!
It's very simple, (i'm using Window Mobile 6, but steps should be the same for WM5); go to Start->Accessories->Internet Sharing
Click connect! That's it! I'm using the USB cable connection for a more reliable connection than Bluetooth, but you can use Bluetooth too.
Yes, it's simple, but it took a little bit of digging for someone new to Windows Mobile; hopefully this saves someone else a few minutes to figure out.