Apparently a dude named Jesse figured out how to surf the web via a USB connection to PC by tinkering with the built-in debug mode. Now why would anyone want to bypass the 3G connection? I’ll go with just because they could.
Maybe you’re thinking, “hmm what if we went the other way and used the Kindle as a 3G modem device?” Tempting but forget it. This method only works as described and even if you could, Amazon would likely spear you and ban you for life.