I checked my DUN connection through my computer and verizon had assigned an IP address to it. It must have an IP to be able to connect to a network and gain access to the internet. While you are connected, open a command prompt by hitting the windows key and "r" together and type "cmd". In the command prompt, type "ipconfig /all" and you'll see the IP and DNS that have been assigned through verizon to your computer. Your computer should be on DHCP to have these automatically assigned. The PDA is on auto as well, but something is preventing it from picking up the IP.
I was able to connect with no problem through a friend's phone on another carrier, but no luck on Verizon. I also tried someone elses PDA with the same result on this phone through Verizon. I contacted HP, but they were no help. It sure would be nice to get that working, if it's possible.