Yes, u can always connect ur smartphone to ur pc via blutooth to share the internet. But the speed is real slow. When u pair ur phone with the computer, the computer will install a serial bluetooth modem link(in vista, or win 7). Then u can use this modem to create a dialup network. Call ur network and get the dial up number. Then dial the number via computer, and there u go. But the speed is hell slow. I use only in case of emergency.
To remind you, opening any page on phone, and on a computer is different in terms of data charges. Phone will use somewhere around 10-50kb for the same page, but on a pc, the same page opens at a much higher bandwidth. So if u are on a limited data plan, u will suck.
Edit: There is a software if you wana do it reverse way, i.e. sharing internet from pc to phone via Bluetooth. But its available for symbian s60 devices only. Its free and called Gnubox. If u wana more, google it.