Hi
If your Android device is set as an Hot spot and configured to tether the Internet, connecting to it with a PC is just like any WIFI connection.
Using your Vista Wireless capacity you look for the Phone WIFI SSID (Wireless name) and you connect to the Phone's WIFI.
For Vista, http://support.microsoft.com/kb/928429
As for the phone, configuring Android as a Hot Spot is Not so simple, the phone has to be rooted and a special 3rd party tethering apk has to be installed.
Example, http://szym.net/barnacle/