The new 6800 uses Remote NDIS aka RNDIS which means you are no longer able to connect your phone and use it as a modem as you previously were(even though wmmodem.exe is still part of WM6). To use your data connection from the phone in XP it was thought you had to have ActiveSync at least installed. I was able to find a way around this. It takes about 1 minute.
When installing ActiveSync 4.5 it installs Windows XP Hotfix KB909394. This hotfix implements the rndis framework and support drivers. It's not available anywhere as a standalone download nor is it even mentioned on Microsoft's KB. I have successfully stripped this out of the executable after fighting with it for awhile.
Code:
1) Run update\update.exe (You do not need to restart, you can safely check the "Do not restart" box.
2) Start Internet Sharing on your phone, plug it in.
3) If prompted for drivers point it to the folders you extracted rndis_as45_drivers.zip to.
That's it. Below i've hosted the two files for the timebeing..
Download -
Windows XP Hotfix kb909394
Download -
ActiveSync RNDIS drivers
Note: From the signs I have gotten from installation logs it appears this hotfix will be included in SP3.