I am not very knowledgable about mac's but you should understand that the P3600 does not support Bluetooth DUN connection. You can only use it as a gateway through the Bluetooth PAN connection or via a USB cable connection.
In order to do this you must use the shared internet connection on your P3600. You can then choose to connect your mac to your P3600 via a USB cable or a Bluetooth PAN connection. Then you must select the connection your P3600 will use to connect to the internet, this is usually a GPRS/EDGE or a UMTS/HSDPA connection. The selection of both connections is done from a drop-down menu so you can't really miss it.