Or do I have to compulsorily buy their modem?
yes u can, just visit tutorial here = How to connect your computer to the internet with your phone
it helped me hope it will help you,
I think they charge 35k per kb using phone and 15k per kb using their modem. Please how true is this?
usb cord is the fastes device to connect to the internet.when you have your usb cord plug to the system then by using nokia pc suite connect to the web.
i tried it before and it worked all i did was to get their data sim for 200naira and also activated with 3k voucher i.e 500mb data package. and it worked and the download was pretty fast.