If you are looking at GPRS, it depends on your mobile provider and where you are. A quick ´Google´ will also help regarding cables /how to connect.
Loads of info on the web sites for major uk providers, you stay connected free and pay only for bytes up/down. It is NOT particularly cheap but it works in most places!
If you are looking at ordinary ISP access via the mobile, you need one of the services in the link from Mike Jenvey a bit higher here.