What you need is USB tethering.
USB tethering
You can set your device as a wireless modem for PCs and share your device's mobile network connection via USB.
1 Using an optional PC data cable, connect the multifunction jack on your device to a PC.
2 In Idle mode, open the application list and select
Settings ? Wireless and network ? Tethering.
3 Select USB tethering to activate the USB tethering feature.
Your device will share the mobile network connection on your PC.
To stop sharing the network connection, clear the check box next to USB tethering.
The sharing method for the network connection.
The manual is here
http://downloadcenter.samsung.com/content/UM/201106/20110614142414209/GT-I5801_UM_SEA_Froyo_Eng_Rev.1.1_110601_Screen.pdf
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