Hi, i've just found out how to connect my phone (xperia x10) to my just arrived transformer.
I've been looking all through the forum to find out how to share my phone's connection but i didn't find any solution so, i hope, my reply will help at least you not to waste time any further
Simply install "PdaNet Tablet" both on your tablet and your phone (yes, PdaNet TABLET also on your phone).
This is how it worked for me:
1) Start "pdanet tablet" on your transformer and set the proxy hostname and port as stated in the program (127.0.0.1 and 1234)
2) Start "pdanet for tablet" on your phone and click "enable pda server"
3) Wait a few seconds :P
4) Allow your phone to open bluetooth and be visible
5) On your tablet, on the "pdanet tablet" screen click "tap to discover new phones"
6) On your tablet click on your phone's name
I hope this helped