What models are the phones you have?
Nokia has the model number usually on a white lable under the battery, I think the sony has the model number shown in a similar place. The Nokia maybe your best bet to use as a modem because Nokia data suite will load all the relevant drivers during install...as long as your model phone can be used as a modem.
Basically, if you are going to try to get on the net by using the phone as a modem you will need a dial up number for an ISP (internet service provider) and then before dialing into the number you need to ensure the modem you intend to use is the mobile and not any inbuilt modem which maybe in the laptop.
If you use broadband and not a dial up account you can set up a dial up account by going to "tools --> internet options --> connections --> add"
Use a free dial up (0845) number like UK2 details at
http://adial.co.uk/ Use the info there to add the new account details.
Once you have the dial up details and laptop recognising your phone as the modem its just a matter of opening internet explorer and then connecting........as a few others have posted, it will be slow....very slow, but at the same time you will be able to connect.