Many reports that pdanet works on the Droid.
Just google "pdanet for android" and follow the install instructions. Assuming you have Windows.
I've read that people need the Moto drivers from here - so it wouldn't hurt to install these first:
http://www.motorola.com/consumers/v/...008806b00aRCRD
I have Win7 and I followed the pdanet instructions but it failed installing the ADB driver (which is included in the pdanet install). But an ADB driver can be had by registering and getting the android sdk, but I still couldn't get pdanet to run and connect up to my Droid. But that's a Win7 issue, I believe.