I have another solution if your phone/tablet supports wi-fi tethering you can act as a hotspot and connect your pc to your mobile device.
I have tested this and managed to perform a vnc connection from my SGSII to my Windows XP Laptop. There was no other connection between the devices.
If you turn on the wi-fi tethering and search for wireless network from your laptop/desktop you should see your Android Network. Finally, I haven't tested if i can share cable connected internet (Via LAN) or if more than one devices can connect to my android wi-fi network.
Be carefull!!! Close any 3G Internet connection in your phone/tablet or you'll be charged by your mobile Carrier.