There are many ways to use your mobile gprs edge or 3g internet on pc,its also called phone as modem.you dont need to install any modem or extra hardware for this,all you need is your cell phone and method you want to connect for example via cable, bluetooth,etc
1 Via Pc Suit
This is easy way to use your cell phone as modem on pc,you will be only need to install pc suit on your pc and then there should be a option to use its,for example if your phone is nokia then you must install nokia pc suit,if you have not cd of your phone then you can download latest version of software from their official website for example www.sonyericsson.com
2 Via Bluetooth
most of the phone built in bluetooth if your phone is bluetooth enable then you can use your phone as modem whithout installing any pc suit,all you need to install bluetooth software in pc,you will be also need a bluetooth dongle in case your pc not built in one
3 Via Data Cable
you can access your phone internet via data cable on your pc/laptops without installing pc suit or other softwares,either its a bit long process but this is usefull for those people who dont want to install pc suit for only acceess to internet.
all you need to install data cable drives of your phone (you can download latest cable drive from yor phone official website if you dont have already)these drives usually size less then 1mb.
first install cable drive then attach your phone to pc via cable windows will be automacially detect your phone and will be start installing modem drive of your phone wait untill all require file installed
then go to CONTROL PANEL of your pc and click on PRINTER AND OTHER HARDWARE icon you will be see PHONE AND MODEM option icon click on it and then click on MODEM tab highlite your phone modem and click PROPERTIES then click on ADVANCE tab and in EXTRA INITIALZATION COMMANDS box write AT+CGDCONT=1,"IP","access point" (in place of access point write down your service provider apn adress if you dont know then you can found it in your phone settings or ask your service provider)