I'm already connected to the wireless internet through my PC from my Blackberry, but is there any program/utility or method to speed the internet connection?

Internet connection from BB is based on at least the following items: (may be more)

1) your provider service
2) your location

Well, if your provider sucks on the service, and / or you don't get good receiption at the time you use BB link to your laptop, you are not going to get fast connection anyway.

The only way to improve your tethered speed is to switch to an EVDO Blackberry.