normally you dont need something to download or install separately.
Nokia PC Suite does every thing. but there is always a problem occurred when any thing goes wrong by the user. you just have to follow the instructions. I can say each step is sensitive as you have to do when you are asked to do.
there are modem drivers separately available on http://europe.nokia.com/A4162025 for your phone.
if installing manually does not fix your problem.
then try to reinstall the PC Suite.
first uninstall it fully.
after uninstalling, download a utility software PC Suite Cleaner from http://europe.nokia.com/A41198596, run it, and follow the on-screen instructions.
then before re-installing PC Suite. make sure that your Bluetooth device is working fine.
do not turn on your N72's bluetooth. before the installer asks you to do.
now run the installer and after installation.
it will ask you to choose a connection option. choose 'bluetooth'. and click Next.
and now read carefully because when PC Suite asks you to connect your phone u have to turn on bluetooth on your N72.
if every things goes fine. then you will see on your system bar that PC Suite is installing Modem drivers for your N72 autometically.
I hope it will work.
but I m not sure with it. because Nokia PC Suite is one of the softwares that gave me tough time many times.