need some trick to do it.

ok. The first thing to do is go to Device Manager, Under the Modem Tab, choose the Modem you use to dial Digi.
Open it Properties, , choose the Advanced tab.
At the Extra Initialization commands then type in : +cgdcont=1,"ip","diginet"
Then "ok" to save it.
All done, connect your nokia phone with USB, then go to setting under network ,choose UMTS/WCDMA.
Selection mode "Manual".
After that, the phone start scan and you will get
3G Digi
3G Celcom
3G Maxis
3G Umobile.
At this moment, your left upper will show 3G without bar, so stop at this screen and now start the ”dial-up networking“。
Dial number is *99#, blank on user and password.
Click Dial, it will first fail but while dialing, you the time to click on the phone.
At first ,second time it will Access Error, but after few tried it said home network select.
Possible a while, your dial up should be successfully dial in.
I am using vista, I usually wait for the Network icon on the right corner appear the small glode on it then start to dial.
I try it 100% successfully all the time.

Between that, my Sim Card for Data is the White Colour 128K not the Yellow 64K.
i'm sorry i feel very stupid.. it cannot work...
i am using the white color sim card like yours..
i changed the extra initialization command.. can work when i'm in 2G, but when i manual select to 3G.. the phone says "no access"... i cannot get the phone to show 3G word at all.. no sign of home network select... sigh..
i try to click dial on my pc... then select the DiGi 3G on my phone also cannot.. i think today i've tried more than 100 times! lol
are you using sony ericsson phone to connect? or does vista makes a difference, coz i'm on WinXP SP3.. i try to connect using nokia pc-suite and also from the Network Connection panel also fail...