Did your phone come with software to install it as a "modem" in a PC? If not, you may be able to download the necessary software from the manufacturer's website. Then install the phone as a "Bluetooth Modem" and use that in your ISP settings to connect.
You will not be able to use a phone number that relates to an inclusive monthy package with your mobile phone, you will have to use a p-a-y-g access number and the speed of a normal GSM connection is only 9600bps. Orange (and only Orange in the UK) supports HSCSD (High Speed Circuit Switched Data)) which will give an increased speed of up to 28.8kbps. GPRS should be faster.