Total Success... finally!
Well, thank you thariman for your help. I am very pleased now. I installed the two files from the ext_rom:
The first gives Bluetooth Settings the option for in and out COM ports. The second assigns these ports to COM4 and COM5.
Now, I have the Bluetooth fix to use my GPS and wireless sync AND the always on GPRS.
I hope everyone figures this out. I guess T-Mobile does not want users to have the always on GPRS connection. In seems to be disabled via there customization. Seems strange though considering their pricing is for unlimited use.
Anyway, I'm happy with my set up now! Good luck to all.