At Control Panel\Phone & Modem Options, under Modems tab, you should see a “Standard Modem” on a COM4 or something. It should appear after you install Blackberry Desktop.
Go to the properties of “Standard Modem”, under Advance tab, add the following code under Extra initialization commands: at+cgdcont=1,"IP","net"
Create a new Modem Connection using the “Standard Modem”.