Well, there can be a lot of variables, but it's essentially a three step process:
1) On your Mogul go to Start-->Programs-->Internet Sharing. Choose USB (or bluetooth if you're going that route) as your PC Connection, Sprint PCS as your Network Connection, and hit connect.
2) Plug USB cable into phone.
3) Plug other end of USB cable into computer.
Done.
*Assuming you are using a Windows PC with Activesync/Windows Mobile Device Center installed. If you are using the latest Sprint ROM (3.56) then a small registry edit is also in order. Post more details of your exact needs (type of computer/OS, ROM on phone, desired connection method, etc) and we'll have it ironed out in no time