WM WiFi Router is your friend. No special configuration necessary on your Eee. Not quite as fast as a USB connection, but still broadband level connection.
EDIT: Well, maybe not "no configuration":
http://support.wmwifirouter.com/knowledge/KB0805018/
But it will still work well, and no cable required!*
*Of course, this program destroys your Diamond battery (since it is simultaneously using 3G and WiFi), so you'll prolly have to plug your phone in to your computer to power it.