Hye you will have to use Nokia PC suite in order to get your laptop connect through your phone!
PC SUITE: europe.nokia.com/pcsuite/
Install Nokia Pc Suite software on you laptop and do not connect the USB connectivity cable before or during the Pc Suite installation.
When the Nokia Pc Suite installation is finished, Nokia Pc Suite will automatically launch the Get Connected Wizard. The on screen instruction will guide you to connect the USB connectivity cable to your laptop and to your Nokia E65.
The default connection setting will appear on your phone screen. Select Pc Suite.
Nokia Pc Suite will install the cable drivers. This installation may take a few moments and you may be asked to accept the multiple driver installation.
Once your Nokia Pc Suite have been installed, you can connect to the internet using "One Touch Access"
Start Nokia Pc Suite on your laptop.
In the Pc Suite main menu, click on connect to the internet. This will open the "One Touch Access"
Click connect on the "One Touch Access" screen to establish internet connection.
When the "One Touch Access" appears on your laptop, make sure that the Nokia USB modem is selected under "Connection will be established using" and that a green G is displayed next to it. If Not you may refer to the following:
1. Click Setting
2. Select the Nokia USB setting for your Device from the menu
3. Click Next
4. Select your network operator from the list or configure the connection manually. For manual configuration kindly refer to your network provider for the configuration.
5. Click finish.