Try this simple method:
In Windows 7 & 8, switch on your computer and phone's bluetooth
>Go to Devices & Printers
> Click Add New Device
> Let your pc, find your device
> Once your device is found click and add it (follow the instructions)
> if the device's drivers drivers are succesfully installed, your phhone will appear under "Devices"
When you click (right click) on your device you should see something like this:
Model: Bluetooth Peripheral
Category : Phone, Modem; Input Device
Status : Online
if you don't see "Modem" in the device category, then that means your phone can not work as a modem.
Just beacause your phone can access the internet does not mean it can work as a modem. Check with the manufacturer if your phone can work as a modem.
To connect to the internet using your phone, right click it and select connect using > access point.
If the connection is succesful, you're good to go. If it fails, retry again!