Check if the solution at the below link works.
Nokia 502 does not support PC Suite, but you can use it as a modem when connected via usb. When you connect to pc using a USB, you will get three options on the phone, select "modem" option. The pc will then install modem drivers for the phone. You will then have to create a new internet connection using the installed modem. Creating a connection is same as mentioned in the above link, you just have to change the modem. For bluetooth connection, you use a bluetooth modem. For usb connection, you use the usb modem of the phone.