What setup did you use for tethered internet access??
Install the drivers from the Xenon's CD. It installs as LG MC USB U330 Driver, though I previously had found other drivers with the same name that did
not install for the GR500, so use the one from the CD. (So the CD
is useful - for the drivers at least)
When you connect your phone to your PC,
three virtual serial ports (COM
n) ports will be installed.
Make note of the "LG Mobile USB WMC Data Modem" one.
Create a new Dial-up connection.
Enter WAP login and password.
Enter phone number *99***1#
Then connect as you would a normal dial-up modem.
Once you verify the connection is working, you can go to the Properties the next time and un-check Prompt for name and password and Prompt for phone number on the Options tab. This will skip the prompt (assuming you let Windows save the password).
Note that your mobile provider may have rules that restrict, prohibit or even bill you for tethered access. Some may even had disabled tethered access in the phone itself. So YMMV, but I can say it works for my carrier.