I downloaded a different program called Easy Tether lite. Its free and works great. It was super easy to install and the wizard on the phone is awesome. It will even download the exe and start the installation on your pc, although i downloaded it from the website cause it was a little faster. They even have a 64 bit version, mac is "coming soon." Linux doesn't look like an option. Basically just read and follow the directions on your phone but here is a run down
* Install easy tether from the android market on your phone
* Install easy tether on your PC from here:
easytether PC Install
* Follow the on screen directions to enable USB Debugging on your phone
* Connect your Droid using the USB cable
* Select Enable USB Tether
* On your computer, right click on the easy tether icon in your sys trey and select Connect
* To disable the connection right click and select Disconnect (or Turn Off easy tether on your Droid)