If you are rooted download wifi tether and you can make a network from the 3g connection on your Droid. If you are not rooted download PDA net app onto your phone and download the program to your computer and plug your phone in with the cord and it should make a pop up and click it you will have internet access. To root use z4rppt from the market.
Wireless tethering is available from verizon for an additional cost. I think it comes to be 20ish every month.
Here is a way to use your dx as a modem via usb connection:
1. Download PDA.net from the market using your dx
2. Plug the USB cable into your phone. (Once Pda.net downloads you do not need to turn it on, it automatically prepares itself to link once installed)
3. Plug the other end of the USB cable into a computer
4. Quickly click on the small window in the lower right corner of your desktop
5. If everything checks out, you should eventually see the words "Connected!!" inside the small box.
This method is fully capable of steaming videos without interruption.