When you connect the phone to the PC with the cable Samsung provided, you should be offered some choices, including USB Tethering. That willl allow the PC to share the phone;s Net connection but you might need to download and install the Samsung Kies software.
Please note that Samsung developed/made this mobile to beat the market from other competitor. This phone has only one feature and that is touch facility. Otherwise, it is the worst mobile from samsung company.
It will never connect via samsung gt-s5222 modem setting as it does not support. You can try any software (samsung kies- it does not have internet connection icon or samsung manager - which did not support) mention in other website or by any other member in other website, it is not going to work. It will only work in mobile like you use. It does not have tathering facility too.
So, better not to time pass for checking, whether it will work or not. It will never going to work.
Best solution, Either happy with surfing internet in mobile only or if you insist for internet sharing, resale it and purchase other cheap mobile (micromax, iball, karbonn etc,) these all mobile have this functions.