if you have data services with sprint, its totally free to do, i use my A600 for it. even played countersrike in the back of a truck driving down the freeway on it once
They do have a data cap, but it only kicks in if you go nuts and they spot you...
Also don't use the sprint connection manager its garbage and doesn't do anything, you can just set it to dial the 777 without it.
Its the only thing good about sprint, AT&T will charge you a small fortune for this yes, I have opera on one of my cell phones but i limit its use coz i mainly use it on at&t, swines!!
You basically connect the cable, the phone appears as a modem and you dial a special number 777