Here is how you can make your Blackberry Bold to act as a modem and connect to your Windows notebook.
This works for Maxis

1. You need the Blackberry Desktop Manager to be running every time you need to use it as a modem and while doing this steps below.

2. Open Control Panel and look for Phone and Modem Options, open it and go to Modem’s tab

3. Select the Standard Modem and click on Properties. Now click on the Diagnostics tab and Query Modem. You should see something like “RIM Blackberry Device XXX” in the response window (This means you are doing it right, please continue to the next step, else do a battery pull and try again and ensure the Desktop Manager is running)

4. Now click on the Advance tab and enter this string in the extra initialization command AT+CGDCONT=1,”IP”,”unet” and Click OK. Close all your modem properties and settings

5. Now create a new network connection under Control Panel –> Network Connections.

6. Click on Create New Connections from the left pane and follow these steps exactly.
6a. Welcome to New Connection Wizard, click Next
6b. Connect to the Internet, click Next
6c. Setup My Connection Manually, click Next
6d. Connect using a dial-up Modem, click Next
6e. Select the device that was detected as your modem earlier (Standard Modem), click Next
6f. Enter your ISP name “whatever name you prefer”
6g. Enter *99# as your phone number, click Next
6h. Enter user name maxis and password wap , click Next.

7. You are almost there now, after the above is done, you can change the modem speed setting by right clicking on the connection that you have just created and click Properties. Under the General Options, you can click on Configure and set the speed to 921600 bps and all other hardware features are disabled.

8. Now you can try connecting to Maxis.

9. Post error if you have any or if you don’t understand the steps.

This can also be done on Ubuntu.