Welcome to the forums, stingwray.
I'm wondering if your internet passthrough is not coming about because the proper drivers for your Desire may not be installed on your 64 bit computer.
By the way, I'm assuming your Desire is not a Desire HD, let us know if that is the case so that we can be sure your query is in the correct forum here.
Which ever version of Desire you have, do a search with your PC for the drivers. and then install them to your PC.
There is a note at the "frenetic rapport" site about possible issues getting the drivers to function, and the remedy:
"If you are having problems with getting 64bit debugger (ADB) drivers installed for your HTC Desire on Windows, you will need to make sure you have the following in your android_winusb.inf file located in the usb_driver folder in the Android SDK folder:
[FONT="];HTC Desire[/FONT]
[FONT="]%CompositeAdbInterface% = USB_Install, USB\VID_0BB4&PID_0C87&MI_01[/FONT]
It should be located anywhere between the [FONT="][Google.NTamd64][/FONT] and [FONT="][USB_Install][/FONT] blocks."
Then, simply plug in the cable on your Desire and the PC, and set the phone to "USB tethering".