When connected to my N95-4 via bluetooth to provide the n810 with 3G acces, does the N95-4 battery drain like when is used with a normal PC.

I want to mantain connected my N810 and my N95 all day long for fast internet acces, will the N95-4 battery make it until the night?

Yes it is. I dont think your n95 can make it through a single day. The best option is to go into offline mode on the n810 whenever you are not using it and switch back to normal mode when u want to use it. That way the phone and n810 are not connected always ..... theryby reducing battery drain.
And it takes just a few seconds to switch back to normal mode and connect back to your n 95.
Hope this helps.

Thanks ! I ll follow your advice

another option is to pack a battery pack, like what kensington or proporta sells.

It depends a bit on the phone (my old S-E didn't last long when online and connected to my N800 through BT, my new one seems to last longer than I bother to stay online). But it's a safe bet that the battery drain you observe when using your phone with a PC is its "natural" drain that you'll also see when using it with an N8x0.