Some time back I gave a little lesson on using one’s cell phone as a modem with linux.
I just recently tried to get it to work in windows, and have failed.
Even with Nokia’s built-in software effort, which should work “out-of-the-box,” I’ve had no joy. This gives me a warm fuzzy feeling deep down in my tummy, because Linux seems to support Nokia’s phone better than Nokia (in collaboration with Microsoft Windows) does.
The Waffle Group 
Yes, phones and Windows and modems are “teh stupids” when mixed together!
I find the best plan is to avoid phone maker software entirely. Install only the drivers for the phone’s modem off whatever CD full of useless garbageola they gave you, and manually set up a modem using those drivers to dial the number you need to connect to the tubewebs.
This should work fine when the phone is connected to the machine via a cable. If you’re using bluetooth, it gets a bit messier.
hmmm, yeah, it’s not fun. I use a little program from vodafone (however it worked with my South African vodacom account as well) and then used the drivers as Quinn said. Darn, can’t find the link for the software, but I think have the install file somewhere 🙂