What you are referring to is called "Reverse USB Tethering". It is a function available by default in HTC phones (Internet Pass Through) but sadly we do not have this function natively built in. I made a thread on this topic long time back, search for it.
It all depends on what OS you are using on your PC and whether or not you have a static LAN connection. Theoretically it can be implemented for Windows but it is quite tricky and requires DHCP enabling. Unfortunately i have a static connection and i couldnt do it so i use a wi-fi dongle.
"From the legacy of GT-I5801 to I9082"