Do you mean just on the laptop? If so, simply connect the phone to the laptop with a USB cable. You'll most likely have to install some drivers, but that's it. That's the simplest way.
If you really need to share the connection for more computers... well it gets more complicated. The best way would be to get one of those mini-itx boards with an integrated Atom CPU and install a linux variant on it (like ubuntu for example - it's the easiest). Set it up as the gateway for the 3G and connect it to the router for wireless access.