I have a p550 and XP, and I have a feeling that it isn't possible - I seem to remember reading somewhere that Microsoft disables internet access as soon as its plugged in. I may be wrong, but thats what I remember...
Without a Wireless router, you've got a couple of options. If you are looking to download e-mail, then that should work anyway - mine does, even with accounts that are ONLY set up on the PDA.
If you need to download programs and so on, then you'll have to download to the lappy and then transfer them to the PDA.
If you simply want to browse the internet on the PDA, I have a feelign the answer might be 'tough'
unless you can find a little program somewhere that will open up the network connection to the laptop...
Any particular reason?
Dave
PS - if a neighbour has an unsecured wireless network, then some people might be tempted to use it. Of course, that would be illegal so I couldn't possibly recommend doing that.