The good news is that almost every cell phone is capable of acting like a dialup modem with which you can connect to the internet.
To check whether your cell phone has this capabililty, look in your menu of features, and look for "network" or "data" connection. If you find either feature, you are half way there.
You will next need a cable to connect the cell phone to the PC. Usually, this is via a USB port. One end of the data capable will have a USB end, and the other end will usually have a proprietary plug for he cell phone. Almost always, you will have to buy it separately from the cell phone's manufacturer.
Next, you will need drivers for connection. You will either download the drivers from the cell manufacturer's website, or the drivers will come on a CD with the purchase of the cable.
Last, you may need to purchase this service as an "enhancement" or added "feature". Some carriers like Cingular simply charge by the kilobit when you use the data connection - about 1 cent per kb, but you'll have to verify that.
As was said in another post, the typical speed is about 19.5 kbs, which is about 1/3 dialup modem speed.
But, I'd check out all this at the cell phone manufacturers website for the particulars.