What you were originally asking about is called Tethering. It is possible with many phones, and should only be counted as your normal web surfing on the phone (i.e. unlimited plan will not cost you anything to tether, otherwise its usually a fee per megabyte).
NOTE, however, that it is written in your terms of service (TOS) that you cannot legally tether. Some cell companies put a cap to the amount you can transfer and if you go above that amount they cancel your service as they assume you are tethering. Some don't do anything. Others claim to know if it is the phone or your computer connecting, but I am not sure how (maybe a bluff?). Either way, make sure you know if you are allowed to Tether before you do, otherwise you might end upwithout a phone..
If you do plan to use mobile broadband, it is a decent deal. But you should be using it often to justify its high price...