To share 3G connection from PDA to MacBook, here's the steps:
1. Turn on Bluetooth on both devices (MBP and PDA)
2. Pair up (if you're not yet done it)
3. Start the internet sharing program on PDA
4. On MBP, click on the bluetooth icon on the menu bar (assuming you have it on the menu bar), under your PDA device, select "Connect".
5. Happy browsing.
My working device is: MBP 990 (OSX 10.5.8), HTC Curise (WM 6.1).