The easiest way is to use a program such as PDAnet, which lets you tether your phone over a USB or Bluetooth connection, or even create a mobile hotspot that other devices can connect to via WiFi.
Hope this helps,
P.S. Please try to avoid typing in all CAPS; it is considered shouting and makes it more difficult for many people to read.
I NEED HELP TO CONECT MY PC TO INTERNET TRU MY HTC PDA WORK WITH WINDOWS 6.1 SOFTWERE, I HAVE FULL INTERNET PLAN IN MY PDA AND I DONT WANA PAY ANY INTERNET COMPANY EXTRA. PLESA CAN HELPE TO DO IT???