Tether

Tether, as its name subtly suggests, is a lightweight yet handy software solution that enables you to use your phone's Internet connection directly on your computer, basically turning your android phone into an Internet modem.

In order for this application to work flawlessly on the target computer, you need to provide it with a supported USB cable that will be used to connect the phone and the computer, acting as an ethernet cable of some kind.

Another requirement is that you need to install the manufacturer's Android drivers on your computer, since the program is unable to work its magic unless these simple components are installed.

However, it should be noted that nowadays most of the phones have embedded the tethering function directly into their operating systems, so technically there should be no need for such an application if you have a newer device.

If, on the other hand, your device is rather old and doesn't come with all the flashy features the new ones already adopted, you might  turn to specialized software assistance. Tether can be easily installed on your computer, you just have to launch the installer and follow the on-screen instructions from the wizard.