Was trying to connect my i9000 Galaxy S to laptop. Apparently Android doesn't support internet connection sharing from PC side, i.e. sharing PC connection to phone, not tethering. And the phone can't detect Ad-Hoc connection.
After Google-ed for a while, I found "Connectify" (version 2.0.x).
Downloaded and installed the latest stable version, but later found out that devices couldn't connect to the Wireless network, i.e Couldn't optain IP address.
There are 2 work-around for this.
1. Turn off Windows Firewall. (Not recommended).
2. Download the latest Beta (version 2.1 Beta 4) from http://connectify.blogspot.com/.
Hope it helps some of you out there too! :)