
click on "start" and open control panel as you see in the image.
in control panel open "Network connections".

click on "create a new connection" as you see in the image above.

you will see the new connection wizard on the screen. click "Next" to continue.

select the option "connect to the internet" and click "Next"

select the option "setup my connection manually" and click next.

select "connect using a dial-up modem" and click next.

select your modem for e.g. "Nokia 6110 Navigator USB Modem" as in the image.
It will ask you for a name for your ISP. give it a name. so it dose not matter what you type in here. its only for you to differentiate between your dialup connections.

enter *99# as the dial-up number and click next.
Note: Only for Sony ericsson handsets the dial-up number is *99***n# where "n" is a number.
Do not enter any username or password unless specified by your internet service provider.
click finish when done.

click "dial" when ready to connect to the internet using you USB modem.