First Make sure that your  GPRS Connection on HP  is working well. you can test it by open one of available address like www.google.com. If you cant open it, try to open site via wap like wap.yahoo.com. If it’s failed you can call to CS of its simcard that u used.  Supposed that you have a well GPRS Connection that works well. Then next step is How to make connection between HP and PC. This connection can be made via Bluetooth, Data Cable, IRDA (Infra Red Data Adapter).  Make sure that you have tested your connection by sending a picture from HP to PC.  If it succeed, then go to the main step, Setting Modem.

Go to Start ->  Control Panel -> Phone And Modem options.  Choose Modems Tab. and see if you driver is already in the list.  If yes, that means that your driver is already installed.