Ok, I got my GP2X on the internet and even got to GP32X itself using links2x just a minute ago, so I'll try and work with what I've found...
In Network Connections right click on your internet connection (not the GP2X connection) and enter properties. Under the Advanced tab in Internet Connection Sharing click the checkbox and set the home network connection to your GP2X's connection.
This will most likely set up your LAN connection at your PC side to use an IP of 192.168.0.1, so set your GP2X's IP to 192.168.0.2. Then either through Telnet (I couldn't, but I used serial instead...) or a script give the command:
route add default gw 192.168.0.1 usb0
Or script form:
#!/bin/sh
route add default gw 192.168.0.1 usb0
cd /usr/gp2x
exec ./gp2xmenu
Now ping www.gp32x.de or whoever you choose and see if it works.
links2x worked great for me, I was quite happy with how it displayed gp32x.de, a little too small of a display but eventually somebody might be able to get a higher resolution output mode for TV Out then it can replace my computer for simple browsing.
Even setup my interview page on my GP2X's webserver, neat little idea.
credits for my knowledge come from wiki.gp2x.org, although I wish I didn't have to use a french page to figure it out... or atleast that's the one I found...
