After phone was connected to computer using patchcord or IR-port the operational system will find a new device and will setup it as a modem. Usually in that case the operational system setups all the needed software (drivers) by itself. It is possible that additional drivers should be installed from the disc which is supplied with mobile phone, or drivers should be downloaded from the website of the mobile phone producer.
After the phone is connected with computer using Bluetooth, Bluetooth adapter program will add new modem to the system itself.
Successful conclusion of that stage is the setup of the phone on your computer as a modem. After this should be setup.
