Provided that your SIM card is enabled for GPRS / 3G Internet access
with your provider, then you can use the Nokia E71 as a modem to
connect to the Internet from your PC via the USB cable.
The
necessary modem drivers for the phone are installed automatically as
part of the Nokia PC Suite installation. If you have not installed PC
from the CD in the sales package, DO NOT connect the phone via the USB
cable until you have first installed the software. (Well, you can do,
it's not the end of the world, but Windows may install the device as an
'Unknown Device' and not recognise it correctly until you manually
remove the associated entries from the Windows Registry allowing
Windows to re-detect it as a new device).
Once the
software has been installed, you can then connect the Phone to the PC.
The Phone will prompt you whether you want to connect in PC Suite mode
or USB Storage mode. Select PC Suite mode.
Windows will detect the new hardware automatically and install the relevant drivers.
Before you can connect to the Internet you first need to define the GPRS/3G settings. Open the Control Panel and double click on the icon for Phone And Modem Options. Click on the Modems tab:

Select the Nokia modem and click on the Properties button. Select the Advanced tab:

In the Extra Initialization Commands field enter the appropriate string for your network provider:
Vodafone - at+cgdcont=1,"IP","internet"
Orange - at+cgdcont=1,"IP","orangeinternet"
O2 - at+cgdcont=1,"IP","mobile.o2.co.uk"
T-Mobile - at+cgdcont=1,"IP","general.t-mobile.uk"
Three - at+cgdcont=1,"IP","three.co.uk"
Click OK and then OK again to return to the Control Panel. Double click the icon for the Network and Sharing Center:

Select the option to Set up a connection or network:

Select the option to Connect to the Internet. If you are already connected to the Internet, Vista will prompt you whether you really want to create a new connection:

Select the option to Set up a new connection anyway:

Select the option to create a Dial-up connection. If you have more than one modem installed on the PC, you will be prompted to select the modem to use, select the Nokia device. The following window will then be displayed:

In the Phone Number field enter *99#
In the Username and Password fields enter the appropriate details for your network provider:
Vodafone - 'web' for both
Orange - leave blank
O2 - 'web' for both
T-Mobile - leave blank
Three - leave blank
Enter a name for the connection, such as '3G Connection'.
Click the Connect button. Vista will now verify the connection settings. Should the settings be authenticated successfully, the following window will be displayed:

To initiate the connection at a later stage, click on the Start Menu and select the option to Connect To and select the 3G Connection.