Process incoming data from GPRS modem (nokia 6630)

Hi, I'm working on program, that will monitor GPRS/EDGE connection (ping tests, data rates...). The device is connected to PC using USB virtual COM port and it is controlled by AT commands. Everything is working fine so far, but i have some difficulties with establishing GPRS connection. I've done lots of search, but i'm still not sure which steps are needed to get access to the internet (USB tethering).

when i get attached and use these commands:

AT+CGDCONT=1,"IP","internet"
ok
ATD*99***1#
CONNECT

i get just something like this:

~ÿ}#À!}!} } }2}#}$À#}!}$}%Ü}"}&} }*} } g}%~

So the question is: Could anyone give me a hint how to process incoming data from COM port, to get access to internet? Or just point me, to right direction (f.e is it possible to use default windows client in some way? )

Tethering works fine, using default windows DUN client.

thx