Heh heh, you are my twin aren't you. My evil twin is out there and found the forums, woohoo!
I'm getting ready to purchase an N800, and I almost bought a 6133, but instead opted for the 6260 (apparently a Euro GSM phone that works with T-Mobile) because of it's SymbianOS (check out plutohome.com or LinuxMCE.com for info on how totally cool the Symbian phones can be with those projects). So...
My understanding is that you are either:
a) Trying to surf the web FROM your N800 THROUGH your 6133 (in which case you would either yes need to use simple "dial up" and will get "dial up" speeds; or need to subscribe to their data plan and bluetooth connect your N800 to your 6133)
b) Trying to surf the web FROM your 6133 through the wireless LAN connection on your N800. If this is the case, you will probably need to connect your 6133 (again via bluetooth) to your N800 as a new network connection.
I know it's not specific enough to "go there and select that, and type that" but hopefully points you in the relative direction to get it going.