If you're running Ubuntu, its rather easy.
And its ridiculously fast to boot.
sudo apt-get install subversion
svn co
https://synce.svn.sourceforge.net/sv...usb-rndis-lite
cd usb-rndis-lite/
make
sudo ./clean.sh
sudo make install
Then just launch internet sharing on your phone, hit connect, then plug in the USB cable.