SInce you haven't mentioned I will ask you first if you have a infrared adapter for your PC?
You need to connect it to the USB of your PC and install its drivers. Then you can easily connect PC to your cell using its software.
If you can buy it, bluetooth will be a better option. It isn't that much expensive than infrared adapter but gives you much faster speeds and uninterrupted connectivity.
You can use Float's Mobile Agent instead of infrared/bluetooth's software.