Hi, yes it is possible and easy. If you're running Windows XP or any thing as a firewall, you will probably need to turn it off while you connect. There is a a tab called Rules in ActiveSync under Options, the last item on it needs to be checked, it is Pass Through and then in the drop down menu, select To Internet. Then while your desktop is connected to the web, you will have access.
Be consious that while you are doing whatever with the Axim, there can be conflicts with whatever on the web if you try to contact both at the same time (like banking sites, mail inbox, etc.). Have fun!:)