I've just had a quick look around for you, and according to the Apple iSync supported phone page, the N95 isn't actually listed. Sorry, I was confusing it with the N90.
There may be a workaround though, before Apple supported my phone I just downloaded a 3rd party driver so it would work with iSync. As for using the N95 as a USB modem, I'm afraid I can't help you anymore than I have, try a forum search, I'm sure this question has been asked before, but for what it's worth, I'm pretty sure it will work.