PdaNet lets you tether your computer to your phone's Internet connection using your USB cable, and it's really simple to set up. Trying to find a WiFi hotspot to connect your laptop or netbook can be quite a mission at times. With PdaNet though, you can ensure you can always get your computer connected - using your Android phone. You just need to download and install the desktop client on your PC then follow the on-screen instructions.
Note that you may have to download driver software if PdaNet doesn't recognize your device. Once you're done, install the PdaNet mobile client on your Android. Then, connect your Android phone using the USB cable, and your computer should pick up the data connection from your phone and be able to piggyback on that. An icon will appear in your System Tray informing you of the connection status. From here you can alter the settings in PdaNet, which include auto-connecting when the cable is attached, showing network icon when connected, and using Google DNS. I should point out that tethering your phone's connection in the way that PdaNet permits is frowned upon by many network operators. So, if you have a contract then you should really check the terms and conditions of service before proceeding to use the app, so you can avoid getting into any hot water with your provider.