Did you want to wirelessly tether internet from your phone to your comp (as in making your phone into a wireless router)?
Or did you want to do it via bluetooth/usb?
To wirelessly tether internet use HTC's wifi router cab found here:
http://rapidshare.com/files/26045295...haring_VGA.cab
Just copy the .cab into your phone/storage card and then go to file explorer on your phone and open the .cab
Follow the instructions and after installation, open the program.
It's pretty straight forward from there. Exactly the same as connecting your computer to a wifi network.