Not sure if the 3595 is GPRS capable but, you should check that first. If it is, than I think you would use the Nokia Connection software to just connect the phone to the internet. It's just like dialing up somewhere except the # you will be dialing is *99***1#, user id: wapuser1, password: wapuser1
You must enable free WAP on your account by calling customer care (it's free - so don't pay for their $4.99 T-Zones plan).
If your phone is not GPRS capable, than you will dial-up like a normal dialup connection (i.e. dialing an ISP through you phone). Again, your phone will connect via the cable but you will be dialing your local ISP # (this requires that you have some sort of ISP account and local dial up #). This method is called Circuit Switched Data (CSD) and it is MUCH slower than GPRS.
GPRS is unlimited use though the free WAP is limited to certain ports. Do a search here for setting up a server that would allow you to access all ports via free wap. GPRS charges are measured in amount of data downloaded but, free WAP is free and you will not be charged. CSD is charged by using your phone minutes.
This is very cursory information - but, your first step is to find out which types of connection your phone supports and second to download the Nokia connection software.
If you need more information check out http://nokia.howardforums.com.