OK I think I got it
the reason I can connect to the internet when on ative sync is Pocket Controler. One of the features of PC is multiple TCP/IP addresses. Read about it
here
Sorce Pocket controler: Configure multiple Connection profiles, multiple TCP/IP addresses, control multiple Pocket PC devices simultaneously by running multiple instances of Pocket Controller.
Any one else useing Pocket Controler? Dose this work for you?