|Are you talking about a 3G mobile service accessed from your cellphone?|
If so your phone would need to support modem mode and you would connect to your PC using either a USB cable or Bluetooth depending on the capability of the phone. Not all handsets have the capability to connect to a PC and act as modem.
Or are you talking about a Mobile broadband service accessed by way of a USB modem supplied by an ISP?
Goin' Fishin' (Some day)