Some Phone Operators provide a service where you can send an SMS and get the configuration installed that way by the provider, otherwise you will need to do the configuration manually, this example will show how to setup an Ericsson T39M
In your Settings->Data comm.->Data Accounts->Add An account, for the Proximus network you will only need to add internet.proximus.be as your APN , then save your configuration, take a good look to the number next to CID, this will be the number that I referred to in the wvdial configuration part.