Step 1: Go to System -> Preferences -> Network Connections. The below screen pops up.
Step 2: Select the tab "Mobile Broadband". Click "Add"
Step 3: In the screen that opens, your mobile phone model is shown. Click "Forward" if the model shown is correct or select the correct model and click "Forward".
Step 4: The next screen asks you to select the Service Provider's Country. Select the country and click "Forward".
Step 5: The next screen lists the service providers present in the country selected in previous step. Select your service provider and click "Forward".
Step 6: The data plans available for the selected service provider is listed along with the plans APN. Select the plan you have subscribed to and click "Forward".
Step 7: The settings you have selected is shown. Click "Apply" to confirm the settings.
Step 8: In the next screen enter the dial up Number, Username, Password of the connection. Also give a suitable name for the connection in "Connection name" and then click "Apply".
Step 9: You are done with the setup. The Network Connections screen now shows the new connection under the tab "Mobile Broadband".
Step 10: To connect to the internet, click on the Connection icon in the toolbar and select your connection from the drop down list.
Find the original post along with screenshots at Tech Tips: Using mobile phone as modem to connect to internet from LINUX