better would be to use wifi hotspot.. without any need of data cable..
the other way would be using USB tethering..
USB tethering allows us to share the phones 2G or 3G data connection on to a PC via a USB cable. To use USB tethering, make sure that 2G or 3G data connection in the phone is ON & activated.
Install the USB driver from the PC suite given in the memory card. Once installed, connect your phone to USB cable. Drivers will get installed.
Go to Settings --> Wireless & Networks --> Tethering & Portable hotspot --> USB tethering --> Click to enable USB tethering
USB tethering icon will appear in the notification. Now we are ready to use internet in PC.
under the Tethering & Portable hotspot menu, you can enable hotspot..