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?
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 /all command to get DNS info) into DNS 1 and DNS 2. As an alternative, you can use Google Public DNS: 22.214.171.124 and 126.96.36.199