If you want to use your cell phone, you'll need to have a phone with windows mobile and install windows mobility center. From there you can tether the phone to your computer and access the internet. Keep in mind that some providers do not allow this.
many rooted phones can do it as well, the g1 with cyanogen for instance works. with a rooted phone you need the option to tether the internet connection. As far as i know NO provider supports this, though I don't see how they would prove it.