I was just going to post the same thing. Connect on EVDO first. If you let it do it later you'll get the wrong user name password.

Also I had everything working on Vista WMDC 6.0. After upgrading to 6.1 I had a heck of time getting working again. The final fix, that makes no sense, was, I deleted the Bluetooth Serial COM port from device manager. Then went into Bluetooth services on PC and added the incoming COM port again. Then it re-added the BT serial driver. After that it started working.

I can get everything to work. BT, USB, PAN, USBModem. Except when doing USB Internet Sharing it disconnected after a couple minutes. I'm roaming at the moment and maybe they detected it and disallowed.