I've done this many times with my laptop when I've needed a connection in the car (yeah, it's crappy to _NEED_ a connection - stupid work! ) ... Anyhow, there are USB cables for most phones - though be aware, that your provider may charge higher then normal rates or additional fees when you use the service. I recall with the first providor (FIDO, in Canada) I used this with about 3.5 years ago didn't have the billing system set up (or some other nonsense) and let all of us users have it for free for about 6 months!
Some providors have also gone the route to charge you bandwidth fees instead of air time - I like this a fair bit ... don't have to worry about having the device on all the time.
If you plan on doing this all the time, check for a PCMCIA or USB device that has allways on capabilities - usually at a higher speed. In the Toronto area of Canada the 1X network is apparently pretty quick and can be used for $50 / month with no limits that I'm aware of ...