Pair your device with pc.
Now create a dial up network with your device.
It will not connect by default, you just made the connection.
Now go to control pannel in the hardware and modem section,in windows 7 goto device manager section.
Select the same modem as you established with the dial up neworking with your device.
Now go to advanced setting's section : extra initialization command and add the command as +CGDCONT=,,"APN"
Here APN is the access point name of the network you are using and you have to edit APN according to your operator.You can also call customer care to ask about their APN(access point name).
Now save the settings and lose control pannel.
Now you will be able to connect to internet through the dial up network you have created.