It sounds as though you are just asking for a tethering solution (whereby you share your data connection on your phone with your pc). A stalwart in tethering is the app PDAnet. The free version (which doesn't allow secure connections, but allows most browsing and even WoW connection) can be downloaded from the market and installed on your phone. From there you install a client side program on your desktop/laptop, enable USB debugging on the phone, and follow PDAnet's instructions.
If you want to one-up my suggestion feel free, there are better solutions, but I would recommend trying the baseline to get your feet wet first. Especially considering you'll want to keep the data usage inconspicuous.