You'll need the relevant cable to physically connect the phone to the computer, which are available, I'm sure, check e-Bay, or go to a phone shop and ask them.
Then you'll need the software, and drivers, which should come with the cables, and you'll probably want to make sure your mobile service provider lets you do this, and also how much it's going to cost you.
I'd give your service provider a ring first, just so you don't buy the cables and find out it's not possible, or ridiculously expensive.
