You don't say which Samsung phone you have, but most phones these days can be used as a modem. My Blackberry Bold is used through the Blackberry Desktop and was easily set up. Try googling " use samsung 'your model' as a modem" or looking in you user guide. I looked in the Samsung Galaxy S user guide and it has a section - "Use you Galaxy S as a wireless modem". You will need to know the settings for you phone network to use.
There are also third party aps like
PDANet which claim to make it easy.
PS one word of caution - most phone browsers are set to use data frugally -your pc will not be so frugal - I have been away for a few days and been surprised how much of my months allowance has been used. Use an ad blocker, turn off loading images automatically, turn off autoupdates etc if you want to conserve your data allowance.