Two things are possible.
1. You use the GPRS of your Mobile phone and browse on your PC.
2. You use the DSL (or other high speed connection) of your PC to browse on your Mobile phone.
#1 is pretty simple, and is very easy to setup on Nokia 6600. But #2 is not that simple. After reading lot of forums, i found that Nokia has on purpose blocked this feature in 6600.
I did lot of search on various forums, and finally got it right. What i have done is, i have basically documented the steps that i followed to make it work. Do give it a try!. It might work for you as well. If it works (or doesn