Woo. Friday evening at last. The last couple of days have dragged somewhat - probably something to do with impending holiday :)
Most of my time in the last 24 hours has been spent trawling through documentation for the 9110 trying to work out how to make it work as an modem for my laptop. I figure I can't go on holiday without a network connection. Anyway turns out that if you set the baud rate of the cable to 56K at both ends and various bits of ritual sacrifice you can now get it to dial in at 9600 (the max for data calls on all but the Orange GSM network).