On the pc, open up activesync. Under the file menu, connection settings, there are several connection options. The ethernet option is about third down on the page.
EDIT: What is the name of your PDA? If this is a microsoft network your PDA must have a microsoft network legal name, therefore it cannot have and underscore in it! You can change it under settings, system, about, device ID from the start menu.
I keep forgetting that