Run the cd on your computer install the software and plug the cable into your phone and connect it to the computer when your software installation prompts you to do that.

Its not a broadband connection as you mentioned in your thread title... as far as I know is 144kbps on paper and you get about 60-70% of that speed so its no where near broadband speeds but still should be good for browsing and checking emails and all that.

---------
Moving your thread to bsnl mobile section.