[acontrasto]

I'm pretty sure your computer acts as a gateway for your phone when you connect it via activesync. In other words, activesync automatically lets you use the internet connection that your computer uses. If this is not your case, then you may not have activesync set up correctly.

EDIT: I've just run a simple test to confirm this. I put my phone into flight mode to turn off the cell radio. Then I plugged my phone into my computer via usb. Then I attempted to navigate to a website in mobile IE. The page loaded successfully without dialing a wireless data connection. At the moment, I'm on a Windows Server 2003 box with activesync 4.5, but I can also confirm that this works on Vista Ultimate with WMDC (windows mobile device center).