I have HTC Desire and I use different Wi-Fi networks with it, but I don't have mobile internet access. My laptop is usually connected via a mobile modem.
Is there a way to share the laptop's internet access via Wi-Fi or Bluetooth?
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Lorenz Blog has an article which explains how to set up a Wireless Hosted Network specifically on Windows 7.
These programs will set up your computer to pass through the Wi-Fi connection
Then on the Android device:
ipconfig /allcommand to get DNS info) into DNS 1 and DNS 2. As an alternative, you can use Google Public DNS: 220.127.116.11 and 18.104.22.168