Internet options to access GPRS from mobile

Hello,
I have Nokia 3120 classic phone. I installed proper Nokia PC suite on my laptop. And i am able to make the connection also through PC suite. Now the problem is that i am not able to browse the internet in the IE. I opened the internet options-> connections tab, and there i could see a connection named "Nokia 3120 classic modem". First of all, is this connection a dial-up connection? When i see the settings of that connection, there is a field phone number with default value *99#. Should i give my mobile number there like *9812345678#? or Are there any other settings that i should set to access the internet in Internet Explorer? Please help me.