You need to install Nokia Ovi Suite and connect the phone to the computer. First you need to make sure that you select Nokia Suite via the Connectivity menu then leave the phone in standby. Then go to Nokia Ovi and follow the steps:
- Select Tools.
- Select Options.
- Select Connect to Internet.
- Select Use manual settings.
- After that you will need to fill the following fields with the APN settings from your network provider. You can find the data in the configuration settings of your phone or on the network operator's website.