Well if your not rooted, then you can download PDANet from the market and on to your phone and on to your computer. The phone app should provide you with the website link. You will have to use your USB cable.
If you are rooted, then you have the option of downloading Barnacle WiFi or Wireless Tethering as well as PDANet. The difference with rooting is that you can use surf the web by having your phone act as a wireless router for your computer.
If you happen to be rooted you can install a custom Froyo 2.2 ROM, which has wired tethering built into it automatically.
