Connect to internet via infrared and mobile?

I give up!! Can somebody PLEASE give me a simple blokes guide to hooking up my HP IPAQ 2210 to the internet via my NOKIA 7250i which has GPRS and WAP.
I have tried various on line "tutorials" but despite following them to the letter - no joy!! May be I am being a bit thick but am I right in thinking all I have to do to the phone is make sure the IR is activated and the IPAQ will do the rest or is there something else I have to do to the phone.
I am with o2 on line

Please help - I would love to be able to surf from the beach!!

Thank you all in anticipation