Well, have tried setting the connection up manually as well as by using the RConnect installation software downloaded from the RIM site. 
After sending the #777 command, the phone displays Data Call Ended. 
It is a CA 42 cable. 
In fact, I have tried installing the cable before R Connect ; and vice versa. 
I have also tried installing after removing the DKU drivers and patch. 
I have to buy another handset, and if this problem does not get sorted out, I'm not buying a Nokia ! 
I have another Nokia set - that 12K set with flip top.  But I dont have the heart to invest another 1700 bucks on a cable for it !!! 
Am hoping you could help. 
:-)