Bluetooth is possible, but odds will be a slow.
If this is going to be a long term solution for you I would suggest you buy a wifi router, for a budget option get a cheap USB wifi adapter to plug into your desktop and use "ad-hoc" mode.
In ad-hoc mode the USB wifi adapter connected to your computer will share it's internet connection with your phone whenever your phone is near it. Note that ad-hoc is nice for one or two devices but performance will take a serious hit the more devices you add.
If you look on a site like Newegg you can get micro wifi adapters for less then 10 bucks, but keep mind you always get what you pay for.