QUOTE(<NEW METHOD> GPRS Using PC Modem FREE!)

EDIT: Removed everything and redid the whole thing because the information in the forum was retarded and complicated.

These are the only requirements if you want to surf using your computer's modem:
A cable to connect your phone to the PC (works with the one supplied) or Bluetooth trans/reciever.
Sony Ericsson Java SDK

If Sony Ericsson Java SDK doesn't install, you'll need this:
J2EE 1.4 SDK

And a java-based web-browser or game (yeah, only java based):
I'm using Opera Mini

What you have to do is to make sure that you have all the drivers required to connect your phone to your PC. If you can already run things like Float's Mobile Agent or My Phone Explorer then you are ready.

How I did it was I checked which port does My Phone Explorer use. I had the following (which varies for you guys):
COM7 K750 USB-Port
COM8 K750 USB-Port

These two are the only ports usable for connection, so if you're using COM7 for My Phone Explorer then use COM8 for what we're about to do.

Go to Start Menu\Programs\Sony Ericsson\J2ME SDK\DeviceExplorer

Automatically the Connection Proxy and Device Manager would both be started at the same time.

At the Connection Proxy screen, change the connection to COM8 (or whatever free ports you have left) and click Connect.

If that works, go to the Sony Ericsson Device Explorer and enable Serial Networking (Which is under File). You can also enable KVM Tracing but I have no idea what does it do.

Now restart both programs (for the settings to take effect).

When you're back at the Device Explorer (with the list of your programs), look for Opera Mini (or whatever online games you want to play) and doubleclick it. (And yes, whenever you want to run stuff, you have to run it from the Device Explorer)

Go back to your phone and enjoy =)

NOTE: Make sure there's no globe icon on the top right or you're doing it wrong (it's using up your GPRS). Also, make sure that the numbers in the Connection Proxy are running when you're online. Also I found that on my computer, connecting with MyPhoneExplorer simultaneously didn't work.