So you don't have the USB cable that came with the phone or the cradle? When you plug in the phone, it should make the dings and then walk you through setting up a partnership. And don't use a USB hub; use USB right from the PC/laptop.
Edit: Two other things. You must be running WM5 if you have never cooked. Did you ever load the AS FIX (See the AS RNDIS Toggle update)?
To load it you have to have the updated WM5 ROM from your provider. Are you updated?
http://www.phonenews.com/phones/inde...0_/_HTC_Apache