1. Connect your N95 to your mac via a USB cable
2. Select "PC Suite" on the N95 when the menu appears
3. Go into "System Preferences"->"Network"
You should see your N95 listed, just enter your network settings and away you go! Quite simple really.
Some useful links:
Network settings: http://www.filesaveas.com/gprs.html
HSPDA Modem Script : http://mroth.info/blog/2008/01/26/nokia-hsdpa-macosx-leopard/