If I understand correctly, you want to use your HTC HD2 as a wireless router.
Click on link http://www.htc.com/in/help/htc-hd2/#how-tos and then click on First option "Using Your Phone as a Wireless Router"
You must have internet activated by your Cellphone Service Provider.
If you want to use your cell phone as a modem then you have to contact your cell phone provider and have your phone setup as a tethered modem, then your laptop can connect to the internet through your cell phone.