First of all you need to create an ad-hoc connection. To do so follow the link:
http://thesymbianblog.com/2007/11/27/wifi-without-routers-on-windows-xp/What is this Ad-Hoc thing, and why do I need it?
If you have a wired internet connection at home or in the work place, like a DSL or ADSL or the old dial-up connection, without a wireless router, and you are dying to have this connection converted somehow to a wireless connection that you can use on your WiFi enabled device, than this is your solution. It will take your wired connection on the computer and transform it to a wireless connection, that will then be used by your device to connect to the web.
What do I need?
In order to perform this, you will need a computer with Windows XP or Vista on (I will only detail the XP side, as this is what I am using now, for Vista you can check the link above). This PC needs to be WiFi enabled, meaning most new laptops will work. If it doesn’t you can always get a wireless USB dongle, though getting a router by itself might be a smarter solution. You also need a device with support for WLAN, or WiFi if you want, this includes the N95 series, the N82, N91 and N93, N81 and many Eseries.
You also need 1 to 5 minutes of free time to make it work, depends on how fast you are with your computer.
I’m sold, show me how!First thing you need to do is get connected to your usual connection on your computer.
Second thing is enabling Internet Connection Sharing (or ICS), and this is how you do it:
* From the Windows XP desktop, click Start, Control Panel, Network and Internet Connections, and Network Connections.
* Right-click the wired network connection (this is your current connection that is used to access the Internet, the wired one), and then click Properties.
* On the Advanced tab, select the Allow other network users to connect through this computer’s Internet connection check box and clear the Allow other network users to control or disable this shared Internet connection check box.
* Click OK to save changes to your connection.
Third thing is to create the protected wireless network shared through the ICS:
* From the click Start, Control Panel, Network and Internet Connections, and Network Connections.
* Right-click the wireless network connection (this is your still disabled WiFi connection), and then click Properties.
* Click the Wireless Networks tab.
* In the wireless network adapter properties dialog box, click Add under Preferred networks.
* On the Association tab, type the name of your ad hoc wireless network in Network name (SSID). This is the name of the network you want to set, for example, I named mine tshrjain as this is my nickname.
* Select the This is a computer-to-computer (ad hoc) network check box and clear the The key is provided for me automatically check box.
* In Network Authentication, select Open. In Data encryption, select WEP.
* In Network key, type the WEP key. The WEP key is a password that you are setting so that no one would access this network and make use of your bandwidth or data volumes. It should be a random sequence of hexadecimal digits or numbers, letters, and punctuation. Make sure you use something that you will remember easily, but that no other people in your surrounding might know

* In Confirm network key, retype the WEP key.
* Click OK to save changes to the wireless network and OK to save changes to the wireless network adapter.
This is about it! Now all you need to do is pick up your device and click on WLAN Scanning on your Standby Screen. You will see a “WLAN Networks Found” line, click it and select “Start Web Browsing”. Amongst the found networks, you will find the one you just created, ie the one I decided to name tshrjain. Click on it, it will ask you to enter the WEP key. This is the password you have chosen for you network. If everything is right, you will find yourself web browsing within minutes.