When you use your phone as a wifi hotspot the phone should give you a code to connect from your computer.
(In the same way a router would have a code/password if secured)
Go to "tethering /mobile hotspot" on the phone turn it on and follow the the instructions
(Turn wifi on on your computer, scan for connections, eg:AndroidAP, enter the code on the phones screen eg:123abc and connect)
Just remember that it will increase your 3g/4g data usage and battery consumption of the phone.