In this case, my equipments are: Dell Latitude D820, Windows XP Pro SP2, TEMS Investigation 8.0.4, Sierra AirCard 875 HSDPA modem. Yours might be little different, but mostly the steps are similar.
Preparation: Installing your AirCard 875 on your Windows.
You should not plug your modem before the drivers and softwares installed on your computer. Install modem [...]

Sony Walkman NWZ-X1000 features an OLED touchscreen, Wi-Fi and built-in noise cancellation and could re-seat the brand as the world’s music player of choice… if it doesn’t come with typical Sony prices.
The X-series Walkman seems like a very impressive piece of hardware. Much like its direct competitor, the iPod Touch, it comes in 16GB and [...]

The U.S. version of the Sony Ericsson Xperia X1 has been pushed back until January 12th. That gives you another month to figure out what else to spend your $800 on.
From Gizmodo.

At long last, the Sony Ericsson XPERIA X1 has a firm date for its launch into the topsy-turvy US market. Those who’ve been holding off time and again in anticipation of this WinMo 6.1 powerhouse can finally pat themselves on the back, as those rumors of the handset slipping into next year were greatly exaggerated. [...]