
click start and click on "control Panel" as you see on the image.

In control panel double click on "system" like in the image above.
Note: if you do not see system in control panel then switch the view to "classic view". the link is available on the left of the screen.

click the "Hardware" tab

click on "Device Manager"

click on the "+" symbol next to modems and expand it. double click on the modem you want to use for E.G. "Nokia 6110 Navigator USB Modem".

go to the "Advance tab" as you see in the image above.

enter you string where it says extra initialization command .
AT+CGDCONT=1,"IP","accesspoint" and click "ok"
here "accesspoint" is the access you need to connect to the internet with your internet service provider.
These steps can be used for all types of modems, may it be a USB modem, 3g USB modem or wireless USB modem as we call it or handset as a modem.
Note: if not sure of the accesspoint name please contact your internet service provider for details.