I've got an HTC Desire HD and a Mac Pro running Windows 7. I've got the latest version of HTC Sync and when I connect the two together I can choose Internet Passthrough from the 'Connect to' menu on the phone.
However data doesn't pass from PC to phone. I've tried disabling and reenabling the connection under Windows but this does nothing to help. I have RTFM and got the impression this was a straightforward thing with no configuration required.
Am I missing something or have I got a dodgy phone? I should probably point out that regular 'mount-as-drive' works perfectly.