if you mean that you want to use your phone as a wifi hotspot and then make your pc link up with that network, then you have 3 choices:
-pay your phone provider to unlock the "use my device as a wireless hotspot" option.
-use an app which bypasses this and allows you to do it for free. two i know of off hand are barnacle and pdanet.
-use a custom rom which supports this natively. i use miui and it comes with this feature as well as wpa2 encryption.