Try doing this -

Devices > Bluetooth Devices
Right Click On Your Device > Properties
Hardware Tab > Choose the connection (here Bluetooth) > Properties
General Tab > Change Settings
Advanced Tab
In The Extra Initialisation Command TextBox Type
AT+CGDCONT=1,"IP","APN"
Just replace the "APN" with your APN

Let us know if that works.

Sorry for late reply..i tried to work as you said but invain.The main thing is that the MTS modem dont have a network on their own in that particular area and if you want their services we need to recharge with special amounts..so during the chain of connections there it was being terminated.It worked normally when i came back to the earlier place of use. Thats what i got it..!!! Any mistake correct me..