You should have a passthrough connecton whenever you are cradled. That is, if the PC has a valid internet connection, the PDA does.
As for bluetooth – It is just short-range wireless. Just something that the PDA can get a signal from (ethernet to bluetooth converter comes to mind), and you will be set.
There should be an option in ActiveSync called PassThrough that allows you to do that. Supported only on Pocket PC 2002 and 2003.
Open ActiveSync on your PC, go to Tools / Options / Rules.
The bottom section labeled “Pass Through” lets you choose different Connections. Changing this to “The Internet” and use the Internet via the cradle/PC.
There’s also Mocha W32 PPP, which works on Pocket PC devices:
“Get a bluetooth USB connected to your PC. Set your iPAQ to pair your PC bluetooth and configure it as Active Sync partner. Once connected, it is like having our iPAQ plug on a wireless cradle but limited to 10meter or less depending on room environment.”