For this step, you'll need some information from your cellular carrier. Specifically, you'll need an initialization command and a carrier-specific APN setting.
Once you have that information, go to your computer's Control Panel. From there, select "Phone and Modem Options."
Click on the "Modems" tab and select the "Standard Modem" again.
Click "Properties."
Click "Change Settings."
When the "Properties" window, reappears, click the "Advanced" tab. In the "Extra initialization commands" field, type: +cgdcont=1,"IP","<your Internet APN>"
Click OK and then OK again to exit.

