What do I need to do?

well if you bought a device for wifi connection, then you probably get a cd/dvd too, install the program from the disk and u can connect with that program to a wireless network. and only nokia 6300i has opportunity to connect wifi network, so maybe your mobile cant even do that thing

You need a wireless device for your computer a wireless card or USB make sure that the device is properly connected and driver is properly installed. Then set up a connection it will search automatically for any wireless available network. Using your cellphone as a modem you could connect it via bluetooth device then connect to the internet you don't need to install any driver because it a plug and play device. Or connect the phone via USB you need a software like nokia pc suite you could check nokia site for the download link.

Recently I took a connection from an ISP which provided me Wi-fi modem without any rental charges. The modem had two options to connect, one was through network cable which directly connects to the ethernet card, the other option was to connect through wi-fi. My computer is wi-fi enabled with the drivers properly installed. The ISP provided me a software, which connects to internet either through LAN card or wi-fi, and it was really too easy. I never faced any technical problem towards connecting to internet through wi-fi.

Its very hard to advise without more knowledge of your set up, but one thing that had me flummoxed for a while was the fact my laptop apparently has a hard external wireless switch which at some point got flicked to 'off' without my knowledge!