There is nothing to change. If you have installed the software provided with your XDA for communicating to the Internet through the cradle, it will work as-is.
Watch your IP address through, this will change from that assigned by O2 to 127.0.0.1, and you connection will become stale at this time, and need restarting.
How you detect the XDA has been put into the cradle or taken out is a problem I have not yet worked out. If anybody knows, I would be extreamly interested in finding out.