Most Android phones can be used as a modem. When you use this feature you can share internet to your PC.

In the phones settings there is a menu that lets you do that either by using USB cable (tethering) or wireless connection (hotspot).

USB Detect opens the menu for you when you connect your phone to a PC or a charger depending on USB Detect settings.

Important!
Some phone companies block devices from being used as a modem unless you pay extra.
See details... http://goo.gl/zg4tv