Connecting my Computer to the Internet via Handset

Please confirm and correct me if I'm wrong, if this is the proper way.
My computer doesn’t get the proper driver when I tried to trigger USB pass-through internet. So i tried to connect it via the handset, To make the connection, you need to attach your handset to PC using USB cable and then from the top of the display, drag the status bar down and select the connection type. The device now will be able to connect online through the pcs link.
I got HTC setup sync but I don't have the information about my handset and it didn’t come with software or CD.
