I'm assuming you can browse the web, etc with the GPRS connection.
You need to have the following two ports open and reachable through the Internet:
And the machine running Network HotSync needs to be locateable through DNS. (i.e.: yourmachine.somedomain.com)
Going through GPRS is a little risky you know... Anyone who can guess your hotsync id can connect through the Internet and hotsync your entire dataset into their PC or handheld. Palm didn't build any security into the system -- they put it all into the Enterprise Network HotSync software suite for corporations.
If you have a router, you can secure it somewhat, by restricting port acces to only your CLIE's MAC address.
Bluetooth through the BT Serial Port driver and a Belkin bluetooth USB dongal.
If you want to setup WiFi Network HotSync, there are tons of guides out there. Do a web search for "Network HotSync FAQ" or "Network HotSync Setup". Handspring, Palm, a dozen corporations, and universities all have step by step instructions.
WiFi hotsync is SWEET. It's faster than with the USB cable. I've only used the cable a couple times during the initial setup. Once I WiFi sync'd, I basically tossed the cable in a drawer -- it's that much better.